Coleman was unveiled as the new manager of struggling Sky Bet Championship Sunderland on Monday after deciding not to renew his contract with Wales.
The Football Association of Wales is now searching for the 47-year-old's successor with odds-on shot Tony Pulis, Ryan Giggs (5/2) and Craig Bellamy (7/1) among Sky Bet's favourites and, while he is making no recommendations, he knows where he believes they should be looking.
Speaking as he was unveiled at Sunderland, Coleman said: "Who would I like to take over?
"I would like another Welshman take over because for some years, we have been promoting the Welsh way, so I think it's a little bit hypocritical if we go with a foreign coach.
"I think is has to stay within, we have to believe in the people we have in the system. I can't give you a specific name because I don't know, that will be up to the FAW."
Coleman garnered popular support during his time as Wales manager and his departure has left many hugely disappointed.
He decided to leave after he and the FAW were unable to agree on the way forward and - while that may have come as a disappointment - he insists there are no hard feelings.
He said: "I'm not going to be negative about the Welsh FA. We had great times. Like I said, they saw it differently to me. Speaking with the chief executive at Wales, he clearly saw I differently to me, hence that was the end of it for me.
"But I'm not going to drag that out. I have great memories. I'm a fiercely proud Welshman, I wish them the best going forward.
"I absolutely love the players and the staff, adore them and the supporters, the Red Wall. I couldn't ask for any more from any of them, so I am not going to end that on a negative.
"It was what it was, done. It's gone and now I'm here, it's all about Sunderland."
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