A typically feisty Lancashire derby was settled by Tom Ince's first-half penalty - but Wigan hit the crossbar twice and Latics winger McClean was sent off after he clashed with home defender Gary MacKenzie in injury time.
"I'm astounded by the decision to send off James McClean," Coyle said.
"For Gary Mackenzie to stand on James McClean while he's lying on the ground and then for him to get up and not touch him but get James sent off is hard to take.
"We've had it a few times on the road this season when decisions like that have gone against us and we'll definitely be appealing that decision.
"They scored from probably their first opening of the game. I can understand why the referee has given the penalty but there was no real touch on the ball from (Dan) Gosling.
"The ball has bounced all the way through and he's already off balance and he's just collided with (Scott) Carson.
"The boy Ince finished the penalty well but we had plenty of time to get back in the game.
"We've hit the bar, post, had one cleared off the line and we committed men forwards."