The Lancashire club won all four games and conceded just two goals during the month, beating erstwhile leaders Luton Town away and taking over at the top of the table.
Coleman, who also won the award in February, told the EFL site: "It feels good to be close but it's no good being close if you don't go all the way and get where you want to go.
"There's still a lot of hard work to be done, but the players are relishing the task. I wouldn't want any different squad to the one I've got now.
"The players have got the bit between their teeth and they're very determined, they're finding a way to win and you need a little bit of luck along the way.
"Sometimes you can make your own luck, but if you work hard and play the game in the opposition's half, you've got a chance of winning."