The Toffees were forced to settle for a share of the spoils on Saturday, with a goalless draw played out at Goodison Park.
David Moyes' men were the better team for much of the encounter, offering more of an attacking threat, but they were unable to make the most of the opportunities which came their way.
Coleman told Sky Sports afterwards: "Very frustrating. We had a lot of chances to win the game and for one reason or another we didn't take them.
"Swansea, I'm sure, will go away from here happy with a point. They sat back and defended well at times, but we are disappointed that we didn't get all three points."
Everton have now been held 10 times in 22 fixtures this season and Coleman admits they need to find a way of turning one point into three in tight encounters.
He added: "That's something that we would like to put right. We obviously want to be winning those games, but it isn't to be. But we have a long season ahead and hopefully we can turn a lot of those draws back into wins."
Everton are still flying high in the Premier League table, with only three points separating them from the top four, and Coleman is looking for the club to kick on after shaking off their tag as notoriously slow starters.
He said: "That was the aim at the start of the season, to start well and see what happens from there. Now we are in January in a good position, so we hope we can kick on and see how far we can go."