In 1991, Koster took over as head coach for Roda JC, where he had been active as a player. Two years later, Huub Stevens took over as head coach and Koster returned to the Eerste Divisie to coach first Helmond Sport and since TOP Oss, before moving to Excelsior in 1997. Koster had his longest employment there and in 2002, he won promotion to the Eredivisie with the club. He could, however, not avoid relegation the following season, and Koster was dismissed after six years in charge. In the following season, he led VVV-Venlo to the Eerste Divisie promotion play-offs, but did not manage to achieve promotion with the club. His next coaching job was RKC Waalwijk, where Koster was dismissed after a year due to poor results in 2006.