The two Scots are good friends from Coyle's time playing under McLeish at Motherwell.
However, Coyle has said that friendship will count for nothing when the two sides meet at Villa Park tonight.
"I played under Alex — he's an outstanding man and someone I've got a lot of time for," said Coyle. "I'm pretty sure he might think of me as a pal but on Tuesday night we both have our own agendas."
The Trotters trail the Midlands club by six points in the fight for survival and also have a game in hand.
"My focus is on us, not anyone else," added Coyle. "If we win and pull Villa into it then all well and good. But their motivation will be to get themselves away from it.
"I have to make sure Bolton are at their best and if we are we can go and win. It's a massive game, no doubt about that. But it's still in our own hands."
Villa are without a win in their last six fixtures.