Last season's top scorer Aroune Kone and defender Antolin Alcaraz joined Everton following the club's relegation from the Premier League and the likes of James McCarthy and Shaun Maloney have also been linked with moves away.
Recent reports have suggested Newcastle are lining up an offer for McCarthy, but Coyle admits he has not been contacted about the Irish midfielder.
"At this moment as we sit here, I can honestly tell you there has been no so-called interest in any of our players, and long may that continue. But I'm fully aware of the way the window works and know that could change at any time," he said.
Wigan brought in a new recruit on Thursday after completing the signing of winger James McClean from Sunderland for an undisclosed fee.
There could be another summer arrival at the DW Stadium as Coyle is also thought to be interested in Bolton defender Matt Mills.