The Welsh are yet to score a goal under the former Fulham boss and suffered a 2-0 defeat to Belgium in their opening World Cup 2014 qualifier on Friday night.
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"But, of course, you think back to when you were playing for Wales and the great memories and you want to do the best for your country. Unfortunately I have retired now."
Despite going down to Marc Wilmots' side, the Manchester United veteran is confident that Coleman's team can turn their fortunes around, and have a successful campaign.
He added: "It is a tough group. Belgium, with some of the players they have got, it was always going to be a tough game.
"Obviously, with James [Collins] getting sent off, it was always going to be uphill after that and a bit of a struggle and unfortunately not the result you want at the start of a campaign.
"But the good thing is there are still plenty more games to go and you have got plenty of time to turn it around so hopefully we can do that."
Wales face Serbia in their next qualifying match on Tuesday.