The champions appear unusually vulnerable as an outstanding calendar year for the Stamford Bridge club comes to an inglorious end.
Chelsea, five points clear at the top of the Barclays Premier League two months ago, have hit crisis after winning just two of nine games and none of their last six.
That has seen the Blues slip to fourth and Bolton are just two points behind them, but Coyle said: "I think going to Stamford Bridge at any time, with the quality Chelsea hold, is always a difficult ask.
"When we go there we expect a really tough game because of the quality they have, the strength in depth.
"There is no doubt come the end of the season Chelsea are going to be fighting out the major honours, that is for sure. We will pay them huge respect but I want my players to concentrate on what we can do and make a game of it. It is a game we will be ready for."
Source: PA
Source: PA