The future of the 24-year-old has been the subject of much speculation in recent days, with new Liverpool boss Brendan Rodgers reported to be a keen admirer. But such talk is misguided according to Coyle, who is in no mood to lose any of his leading lights.
"I'm an open book, I've always told you from day one if there's been any interest in my players, whether it be Gary Cahill or any other," said the Scot in reference to the England centre-back who left the Reebok Stadium for Chelsea in January.
"I can tell you there's been absolutely no phone calls, no dialogue, nothing about Mark Davies. It's the usual paper speculation and conjecture."
Coyle added: "If anybody out there thinks any of our players will be leaving on a whim then they're sadly mistaken," he said.