The Mirror reports that Coyle is trying to rush through a package to sign Bangoura in January.
Bolton have agreed a deal with Al Nasr for the 27-year-old forward.
Bangoura is currently away on international duty with Guinea at the Africa Cup of Nations.
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Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.
Newcastle United are staring down the barrel of relegation to the Championship for the second time in the past eight years.