The 47-year-old took over as Dragons boss from the late Gary Speed in 2012 and, four years later, guided the nation to the Euro 2016 semi-finals.
Coleman left Wales in November after failing to qualify for the 2018 World Cup to take the reins at the Stadium of Light, and fans have wondered whether the manager will be using his Wales connections in the upcoming transfer windows.
"I think managers do that as it's tried and tested," Coleman told BBC Newcastle. "If it's worked well with a certain player at a certain club and there's a chance they can bring that player to the next club they work for, because that player is tried and tested then that's why they do that.
"I think if we did sign any of the players who have represented Wales, certainly in my time, I don't think we'd be disappointed. Definitely not in terms of their mentality and attitude. That was the biggest thing for me, they were absolutely fantastic players to work with.
"But there's a lot of players out there and I'll only bring players here who I obviously think can fit into what I want to do. The Welsh link is always going to be there because we had great success but I can't say there's any of them on my radar at the moment."
In the same interview, Coleman revealed that the club is unlikely to be given additional transfer funds in January and will probably be relying on loan deals.