Speculation has not been far from the former Liverpool captain during his Ibrox reign but Gerrard distanced himself from the recent vacancy at Newcastle when asked about the links.
"Don’t ask me silly questions,” he smiled after turning the enquiry from BT Sports' Emma Dodds back after his side had defeated Brondby 2-0 in the Europa League. “Do I look happy? Do I look settled?” he quipped.
But weeks later he did move on, agreeing a three-and-a-half year deal at Villa Park and rejoining former Liverpool chief executive Christian Purslow in the Midlands.
"Steven won arguably the most important title for the last 25 or 30 years,” said McCoist on his talkSPORT Breakfast show. “But, being brutally honest, there is a bad taste in some of the supporters' mouths about the way it has happened, particularly after that interview where Emma asked the question, as she should. That's her job.
"The answer implied 'I'm going nowhere'.
"He was very forthright, answering Emma in a fashion as if, 'look, it's a silly question, I'm absolutely going nowhere.'
"And then two weeks later, he clearly has gone somewhere — so I understand and get the frustration, disappointment and maybe anger with some of the Rangers fans.
"But you can't argue he delivered the most important title in a long, long time for Rangers."
McCoist has already identified his choice as a replacement at Ibrox but Giovanni van Bronckhorst is the bookies’ favourite for the job.