The 47-year-old was always planning on ending his time with the Welsh national team at the end of the current campaign, though he had hoped that would be in Russian Federation rather than Cardiff, as his side fell 1-0 at home to Ireland to miss out on a World Cup play-off spot.
Martin O'Neil's side keep their chances of heading to Russian Federation alive by beating Wales 1-0 with McClean netting the only goal of the game just before the hour mark.
Republic of Ireland travel to Wales tonight for a crucial World Cup qualifier.
Ireland are among the four bottom seeds going into the draw.
BELFAST, NORTHERN IRELAND - OCTOBER 05: Steve Davis of Northern Ireland and Sebastian Rudy of Germany during the Federation Internationale de Football Association 2018 World Cup Qualifier between Northern Ireland and Germany at Windsor Park on October 5, 2017 in Belfast, Northern Ireland. "There have been times when we have been questioned but the hunger is there, you see that in the performances".
"Certainly, the view among the players, is that if Russian Federation is available to us, then he would very much be in the forefront of our thoughts".More news: IMF Raises Global Growth Forecasts, But Says Recovery Incomplete
"Do I fear teams in it?"
Ireland finished second in Group D while Wales were eliminated in third place.
"I think it's just the determination to want to win".
"They were not beaten in this campaign but obviously tonight is where it really mattered". The game against Wales was a huge game and a tough game, and we came out victorious. Wales put us under that pressure, as befits a side that had done so brilliantly in the Euros. I feel I've come up short, we haven't quite got there.
After suffering only one defeat in the qualification and turning a struggling nation into giant-slayers on the world stage - Coleman has done his global reputation no damage at all.
Ireland could possibly get a result over two legs, but we shouldn't be delighted if their name comes out of the hat next week.