Coleman's saw the Sky Blues claim a win over Leicester in his first game as manager, but a 2-0 reverse at Burnley leaves his side 18th in the table - four points ahead of the relegation zone.
But the newly-installed boss - who has also been in charge of Fulham and Real Sociedad - doesn't believe they will be dragged into the relegation dogfight.
"It's very disappointing that we conceded two goals from set-pieces, we can't concede two goals from set-pieces given the position we are in," he said about the midweek defeat.
"But I am up for the challenge. We move forward and I'm confident that we can get the four more wins that we need to stay in this division."