The Gers boss recently urged the governing body to reveal the three-man panel that decided to hit the Glasgow-based outfit with a year-long transfer embargo and hefty fine.
Following the Scotsman's comments, the names of the individuals concerned were released on the internet, which allegedly prompted users to send threats to the three men.
McCoist released a statement, which said: "I would not for one moment want anyone to interpret my remarks as a signal to engage in any form of threatening behaviour.
"Such activity disgusts me and anyone who engages in it does Rangers Football Club nothing but harm. No Rangers supporter should get themselves involved in it - not now nor at any time. Our focus has got to be firmly on ensuring that the club's case in appealing the sanctions imposed on us is put forward robustly and in the appropriate manner."
"I hope that our appeal can be dealt with by the SFA as quickly as possible as the situation for the club and the possible ramifications for Scottish football are very serious."
Strathclyde police have been called on to investigate the alleged threats.