Coleman and his Wales squad returned home to a heroes' welcome on Friday as an estimated 2,00,000 people packed the streets in Cardiff to hail their achievements at the European Championship 2016.
Competing in their first major tournament since the 1958 World Cup, Wales topped a group containing England before defeating Northern Ireland and Belgium in the knockout phase to reach the semi-finals where they lost 0-2 to Portugal.
Coleman has been linked with other jobs and even during the tournament had to dismiss the possibility of him replacing Roy Hodgson as England chief coach, while he also batted away a question about the Belgium job.
The 46-year-old, who has two years remaining on his current contract, said he remains fully committed to Wales, but expected to leave his post in 2018. Wales begin their qualifying campaign at home to Moldova on September 5.
"I am sure this will be my last campaign, whether we qualify or not. That will be six years in the job, which is a long time. This will be my last hit at it, so I will give it my best shot," Coleman was quoted as saying by Sky Sports on Friday.
"But I would not consider going anywhere else. I want to see this through. There's loads of work to be done with this team. I'll give everything I've got in this next campaign."
After enjoying an open-top bus parade through the streets of the Welsh capital, Coleman and his players were then taken to a packed Cardiff City Stadium.
Rock band Manic Street Preachers performed in front of the 30,000 supporters inside the stadium before the Wales squad was introduced to the pitch.
Coleman hailed his squad and the supporters for helping to take Wales to new heights, eclipsing the achievements of the 1958 team which reached the World Cup quarter-finals in Sweden before losing to Brazil.
"We know if we give our nation something to be proud of, this is the end result. But we are in the middle of something, not the end," the coach added.
"We need that little bit of luck, the same hunger and desire and good things will happen."