Coyne made almost 100 appearances for Luton over the next two seasons, and agreed a new two-year contract in May 2004. He made a further 44 appearances in the 2004–05 season, as Luton won the Football League One championship. He won a Football League's Player of the Month Award for April 2005, and was named in the PFA League One Team of the Season. Coyne struggled with injuries in the 2005–06 season, ultimately requiring knee surgery in April 2006, which ended his season. Coyne signed a new three-year contract in August 2006, and after the departure of Kevin Nicholls, was named club captain. His 2006–07 season was disrupted however by a recurrence of his knee injuries that led to further surgery in October 2006.