"John Williams said on Sky he was interested in signing Andy Cole which I thought was way off the mark," said Coleman.
"All he's done is unsettle one of our players, our top scorer from last season.
"I wouldn't let one of our directors say that on TV because it's unsettling and we have not had any contact from Blackburn.
"I just wish they'd shut up and let him get on with his career and playing with Fulham.
"If they want to put in a bid then we can't stop them but they shouldn't talk about it like that."