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He was ordained a bishop on March 2 at St. John the Evangelist Church in Indianapolis. Archbishop Daniel M. Buechlein ordained the new bishop. Bishop Paul D. Etienne of Cheyenne, Wyo., and Bishop Richard G. Lennon of Cleveland were the co-ordaining bishops.
On September 21, 2011, Pope Benedict XVI accepted the early retirement of Archbishop Buechlein and named Bishop Coyne the Apostolic Administrator of the archdiocese. (What is an Apostolic Administrator?) He served in that role until December 3, 2012, when Archbishop Joseph W. Tobin was installed as the sixth archbishop of Indianapolis.