Coyle's side went down 2-1 at Birmingham, who triumphed for the first time since their Carling Cup triumph at Wembley in February thanks to goals from Kevin Phillips and Craig Gardner. Johan Elmander's volleyed reply for Bolton with 20 minutes remaining set up a tense finale, but the hosts hung on.
Coyle said: "Birmingham were obviously desperate for the three points, as we were because we want to continue our progress," Coyle said.
"People had alluded to the fact that we have the semi-final coming up, but I have said to the players that having worked hard for nine-and-a-half or 10 months up to this point, we want to make sure we have a big finish to the season.
"To do that we have to perform well. We had some big players missing, but the lads that came in showed what they are all about, and we probably do feel hard done by to be leaving with nothing.
"That is the margins in the Premier League, though, and you cannot be giving teams a two-goal head start."
Source: PA
Source: PA