The battle of the two clubs could be pivotal as they both fight against relegation.
Coyle said: "Tuesday night is a test for both clubs. Tuesday night will not be about going out there and playing the prettiest football. It is about getting those elusive three points for both teams for obvious reasons. That is why it is a derby – it is a huge game.
"It is absolutely killing me, I have got to say that. Ultimately as a football manager, you have got to accept and expect that total responsibility. I do that, I do that willingly and I do that openly: I have never been evasive in my life so I won't be now. I am judged on results. We know it [the Rovers game] can set us up for Newcastle and Wolves at home which will become big games as well."