In the aftermath of his outstanding performance in Saturday's win at West Ham, the 33-year-old admitted he has given up hope of ever wearing the Three Lions on his chest.
For a player who snubbed the chance of international honours with Scotland, so committed was he to the idea of playing for England, it is a hard situation to deal with.
On a couple of occasions last term, he was selected in Fabio Capello's expanded squad before being omitted when the Italian selected his preferred 23.
But Coyle, who only made a single appearance for the Republic of Ireland in 1994, thinks England are the ones who have missed out.
"There is no doubt, within his career, there have been spells when he should have played," said the Bolton chief.
"He is a real number nine, a throwback to the old fashioned-type of centre-forward that we all love watching.
"He is a real leader and a big player in any team.
"If he had ever been allowed the opportunity, he would have represented his country with real aplomb and the English nation would have been proud to have had him in that shirt."
Although Davies is one of the senior players likely to be rested for the Carling Cup trip to former club Southampton, he still has an influential role to play in Coyle's squad.
It has been suggested his robust style is not suited to the international arena.
However, it has made the Sheffield-born star a crowd favourite at the Reebok Stadium and Coyle insists he is sinned against far more than he breaks the rules himself.
"I am not saying Kevin Davies is an angel. But he receives more punishment than he gives out because that is the nature of the physical battle," he said.
"That is why we love football and why we love that type of tussle.
"When I look at the outstanding forwards England have had, particularly the quick ones and the good finishers, they would have benefited from playing alongside Kevin Davies when you think of the knock-downs he could have provided."
Davies is not the only player Coyle intends to rest for the trip to St Mary's Stadium.
Goalkeeper Jussi Jaaskelainen is also set to stand down, which would mean a debut for promising Hungary-born 21-year-old Alex Bogdan.
Not that Coyle intends merely to throw in a group of kids and give no thought to the outcome.
As the man who guided Burnley into the semi-finals two years ago - where they were unlucky to lose against Tottenham - and then saw how that run galvanised the Clarets, who were ultimately promoted through the play-offs, Coyle knows the benefits that can emerge from extended participation in a cup competition.
"I have always loved cup competitions and I have always believed they can work alongside a league programme," he said.
"You want to win every competition you enter.
"We showed that at Burnley. The Carling Cup run we had there galvanised us and took us on collectively.
"But over the course of that season, we played 61 games, so you do have to juggle things around a little bit."