Rovers came from a goal down to beat Rotherham United 4-2 and move off the bottom of the Championship table.
"We were outstanding today from start to finish. We scored four goals. Let's be honest we could have scored seven or eight," he told BBC Radio Lancashire.
"I'm not talking about half chances, I'm talking about guilt-edged chances."
Goals from Craig Conway, Marvin Emnes, Ben Marshall and Sam Gallagher gave Blackburn victory over the Millers at Ewood Park.
It was Coyle's first win since taking over as Rovers manager in the summer and it moves the Lancashire club above Cardiff City on goal difference.
"The longer (the winless run) goes on - you leave yourself wide open for criticism and everything that comes with it," said Coyle.
"But I said from day one it was such a huge job anyway because everyone knows the team has been getting poor each year.
"Things have been getting different in terms of cutting this and whatever. It was always going to be a real challenge but we never lost faith in the process and what we could implement on the training ground."
Boss Owen Coyle says Blackburn came through a "real test of character, team spirit and camaraderie" to win their first game of the season.