The Black Cats have plummeted from the Premier League to League One in consecutive campaigns, with their relegation to the third tier of English football being confirmed by a 2-1 defeat at the hands of Burton Albion on Saturday.
Coleman has confirmed that there is a great deal of uncertainty around the club at the moment, and suggested that a lack of communication between himself and owner Ellis Short has not helped matters.
"The unthinkable has happened. The club needs a lot of change, which is obvious. Because of the uncertainty, it's open season or criticism. A club like Sunderland, it's almost floating aimlessly in the dark. We can't start working yet because we haven't got anyone telling us what we can or can't do," he told reporters.
"The sooner we know who it is that's going to be here [as owner] and what the plan is, then at least we can get on with things and start moving forward. But at the minute, it's complete darkness. It's unnerving and unsettling.
"There's still been no conversation with Ellis. There's nothing I can do about that. My conversations are with Martin [Bain], who has been here for a bit longer than me, and this season has almost been the front man, taking all the criticism.
"He works his socks off. There's not a lot he can do about it. He's got a menu and he has to stick with that and get on with it."
Coleman has won just five matches as Sunderland manager since taking over from Simon Grayson in November.