The 42-year-old has endured a tortuous time since replacing old friend Gary Speed in January, losing a couple of early friendlies before starting the World Cup qualifying campaign with two more losses, including a 6-1 hammering by Serbia.
"Once you start worrying or questioning yourself because of what someone has said you start to go down blind alleys, which is very dangerous," he said. "You have to be totally focussed, shut all that negativity out and get on with what you believe in."
There was a large body of opinion that felt if Wales had been beaten twice more this month, Coleman might well have been out of a job. As it turned out, Wales battled back from a goal down to beat Scotland in Cardiff, and although Coleman's team subsequently lost to Croatia, the speculation about his position has ceased.
Speaking at the McDonald's Welsh Community Football Awards, Coleman explained that Wales' run of results at the start of the campaign had prompted one of the biggest decisions of his entire managerial career.
Knowing Speed had enjoyed such success prior to his untimely death 11 months ago, Coleman opted to keep things as they were when he took over, even though the style did not quite fit with his own managerial philosophy.
In the wake of that abysmal Serbia defeat, Wales' heaviest loss in 16 years, Coleman resolved to make changes. And, although the full results will not be known for a while, the 42-year-old at least feels more positive about the future.
"I do feel more in control," he said. "At the last camp we were together for 10 days. We won one and we lost one. But I was much more happy with the overall performance of the players, with the input we got, as well as my own."
He added: "We were in a unique situation, one I hope we will never find ourselves in again.
"The team was doing well under Gary and I didn't want to break it up out of respect to him. But there comes a time when it isn't working and you need to go off in a new direction."