Since arriving at Turf Moor from St Johnstone, Coyle has guided Burnley to three wins and two draws with the trio of victories coming in tough away games at Watford, Charlton and now Wolves.
This latest win was no fluke as first-half goals from Robbie Blake - courtesy of a terrible error by goalkeeper Wayne Hennessey - Kyle Lafferty and a Darren Ward own goal put Burnley in control.
Wolves were briefly on level terms through Darron Gibson and then reduced the arrears through a Stephen Elliott penalty in the 60th minute.
But a third goal to salvage a point was beyond them as they crashed to back to back defeats for only the second time this season following Tuesday's 1-0 reverse at Barnsley.
Burnley were unfortunate not to have taken the lead after 17 minutes when Blake hit the post from 25 yards with Hennessey somehow recovering to keep out the follow up from Andy Gray.
But Hennessey went from hero to zero three minutes later when he let a weak 20 yard free-kick from Blake slip through his fingers.
Burnley's lead proved to be brief as Wolves were back on level terms in the 24th minute when Stephen Ward's left-wing cross was fired home by on-loan Manchester United midfielder Gibson for his first goal in English football.
But that was a good as it got in the first half for Wolves as Burnley were back in charge on the half hour.
The impressive Wade Elliott whipped in a right-wing centre that whistled across the face of goal before being converted from close range at the far post by Northern Ireland international Lafferty for his second goal of the season.
Gray was then denied by a stunning save from Hennessey in the 42nd minute, but from the resulting corner Blake whipped in a cross that Clarke Carlisle headed home via the unfortunate Ward.
After such a poor first-half display, it was no surprise that a rocket at the interval from manager Mick McCarthy brought about a better performance by Wolves.
Elliott handed them a potential lifeline in the 60th minute when he converted from the spot for his fourth goal of the season after Gray was adjudged to have fouled Seyi Olofinjana.
But the Wolves storm was quickly snuffed out by Burnley, who were outstandingly marshalled at the back by veteran centre-half David Unsworth and Carlisle.
Burnley's margin of victory would have been greater but for Hennessey tipping an 82nd minute free-kick from Joey Gudjonsson over the bar.