Coyle is now the overwhelming favourite to succeed Gordon Strachan in the managerial hotseat at Parkhead, amid reports he has already held talks with chief executive Peter Lawwell.
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Coyle is now the overwhelming favourite to succeed Gordon Strachan in the managerial hotseat at Parkhead, amid reports he has already held talks with chief executive Peter Lawwell.
But the Clarets boss has denied the claims.
Coyle stopped short of ruling himself out of contention altogether although he insisted he would still be in charge at Turf Moor this weekend.
Coyle: "There has been no approach to Burnley Football Club.
"It is people simply putting two and two together and making five.
"I am going on holiday with my family this weekend and I can assure you I will be doing so as Burnley manager."
Scott McDonald: "He's done a fantastic job.
"We've kept a close eye on Burnley this year as well because Gary Caldwell's brother plays for them, so we've been hearing about Burnley for the last 12 months.
"We've seen a lot of them on TV and they've played some great stuff at times.
"It's not for me to comment on who's going to be the next manager - it's not my decision. I'll just be happy to pull on the Hoops again next year and work as hard as I can for whoever that is."