Wales head to the King Baudouin Stadium for what could be Coleman's last competitive fixture in charge of the Dragons, as talks over a contract extension have stalled, with hopes of their own collective progression as a squad dented having failed to make any sort of impact on Group A.
Nevertheless, victory over Macedonia in Cardiff on Friday at least moved Wales off the bottom, a point above Scotland
Coleman has looked to integrate the likes of Lloyd Isgrove, Declan John and 16-year-old Harry Wilson into the squad for their first taste of senior international football, a move which the former Fulham boss feels points to an increasingly bright future for Wales.
"When you see that performance (against Macedonia) from an inexperienced squad, then it is really pleasing," Coleman said. "But we will need that and more in Belgium if we are to do anything.
"Alright, there is nothing on it for them as it (World Cup qualifying) is done, but we still have a point to prove.
"We can't go there thinking, 'nobody expects anything from us' - we have to expect something from ourselves."
It was not that long ago Coleman seemed to have all but secured a new two-year deal with the Football Association of Wales, but September defeats to Macedonia and Serbia saw the contract put on hold until after the Group A campaign has been fully completed.
Coleman, who took over from the late Gary Speed in January 2012, accepts it was always going to be a big ask to make an impact among sides with so much more depth.
"There was a time where I thought we could have nicked third spot, but Belgium, Croatia and Serbia have been too strong for us," he said.
Charlton forward Simon Church scored the winner against Macedonia and hopes he can profit again on Tuesday night, when veteran Craig Bellamy will play his last Wales international before retirement.
"It was nice to play up front, that is my position. I am a centre-forward, not a winger. Obviously I have been picked to do a job for the team in the past, but I don't think I play my best there, so I was glad to get my chance as a striker," Church said in an interview with www.walesonline.co.uk.
"The big thing for me now is to play games at club level, I have got the chance to do that at Charlton now. That is helping me and I want to nail down that spot as the main striker for Wales now - and hopefully I will keep getting chances like that."
Church headed to The Valley when he was released by Reading last summer, and hopes the switch to south-east London will help kick-start his international opportunities, with his only other Wales goal coming some four years ago.
"I have had a disappointing couple of years, but that is behind me now," he added.
"I have got a fresh start at Charlton and if I keep playing then hopefully the starts and goals for Wales will come."
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