Coleman is concerned that some managers may opt to withdraw their players, such as Aaron Ramsey, from his squad to rest them up for their Premier League campaigns.
He told reporters: "Aaron is one of our best players and we don't want domestic managers thinking they can use these two weeks as a rest period for their players.
"If someone doesn't play for us and then the following week plays for his club, then that tells me they simply used this period as a rest.
"My view is that every game for Wales is hugely important and I don't want club managers thinking they can pull their players out of these coming matches just because we can't qualify any more."
Wales are in action next week against Macedonia.