The performances of David Ngog as a lone striker have seen Davies lose his place in the starting XI recently, but the boss still feels he has a lot to give to the squad both on the pitch and in the dressing room.
The ex-Southampton man has suffered a slow start to the season, and had been linked with a move away from the Reebok Stadium after scoring only twice in 14 games, but Coyle was quick to dismiss this possibility that he could leave.
Coyle told Sky Sports News: "He is our captain, he is an integral part of the club and nothing changes in that way.
"He will have been disappointed of course - as one or two others will have been - not to have been in the starting line-up of late, but we have changed the system and David Ngog has been playing terrifically in that lone striker role.
"Sometimes you have to be patient, but when your chance comes, you have to do your utmost to say 'here I am, I want to be playing in the team' and one or two did that."