But did we expect Coyle to leave? On the face of it there is not much difference between Burnley and Bolton, geographically, in terms of fan base and indeed league points. In fact Coyle has moved down the table to his new job.
However, Coyle spent two years as a player at Bolton during the 90s and although he played for many clubs during his career Bolton were the only English one. But was 55 appearances in two years really enough for Coyle to turn his back on Burnley, where he was worshipped for the amazing job he did at Turf Moor?
Bolton Wanderers are an established Premier League club with a bigger player budget and maybe Coyle feels he can attract a better calibre of player to The Reebok. But he is by no means certain of being a Premier League manager next season. Bolton currently sit in the bottom three, though they do have two games in hand over most of their rivals.
But he steps into an unfamiliar atmosphere. He will have to impress quickly, or the fans may turn, as they did on Megson. There was less pressure on Coyle at Burnley, they were the underdogs and not many expected them to stay up. He is used to being loved, he will have to win his new fans over again.
I am somewhat surprised that Coyle left Burnley in their first Premier League season, to near neighbours and relegation rivals. But maybe you can argue that he has earnt the right to do what he likes after the magnificent achievements with Burnley.
It is quite sad that many Burnley fans now label Coyle as a 'Judas' after leaving for close rivals, the only bigger insult would have been to leave for Blackburn. There might just have been riots in Burnley if that had happened! In their opinion he's ditched them, and for a club in no better position than theirs. I think they need to remember the position that he has brought them to and left them in. Indeed they have as much if not better chance of staying up as Bolton do.
One thing is for certain though, the relegation battle has just got a little more personal in Lancashire. It will give Burnley fans even more satisfaction to see their side survive at the expense of Bolton.
And they won't have to wait long to renew acquaintances. Bolton meet Burnley at The Reebok in two weeks time. It promises to be as tasty as a Lancashire hot pot.