Instead, he had to go live on air on the talkSPORT Breakfast, with diehard Celtic fan and old mate Alan Brazil - and if Ally was hoping Mr Brazil would be respectful, he was kidding himself.
McCoist was in a jubilant mood throughout Wednesday as he joined talkSPORT shows in the build-up to a historic game for the Glasgow giants - with an estimated 100,000 Ibrox fans travelling to Sevilla to soak up the atmosphere.
But, by the evening, they were all left heartbroken as the Gers missed out on lifting their first major European trophy, being beaten by Eintracht Frankfurt on penalties.
And, unfortunately for the popular former striker, Ally got zero sympathy as he joined Celtic-loving Brazil and former Premier League star Gabby Abgonlahor on Thursday morning.
He faced constant taunts from the pair and he took it all in good humour… at first.
Greeted with the chorus of Tina Turner classic 'Simply the Best' - as a nod to Celtic's Scottish Premiership title win and Rangers' European near-miss - McCoist simply replied: "Oh, very funny.
"Listen, I'm going to have to tell you. The first thing the boys [talkSPORT Breakfast producers] said to me when I came on this morning was, 'remember, every sign that you make to Big Al this morning will be picked up on the new talkSPORT Edge app.
"So, therefore, this here is all you're going to get…
"It would normally be something a little stronger - that's all you need to know!"
Well, the teasing did not stop, and it wasn't long before Ally broke his promise to the talkSPORT Breakfast crew.
The taunts reached their summit during the Simply The Best daily quiz, where wrong answers were cruelly met with the sound of Aaron Ramsey's penalty miss.
Correct answers? The sound of Frankfurt's winning spot kick.
It's no surprise then, that McCoist ultimately did give Big Al and Gabby the finger.
And you can't blame him, really.
"I tell you right now, I'm having somebody in there on Monday morning," said McCoist ahead of his return from sunny Spain to talkSPORT's London studios.
"Can I ask all the viewers on talkSPORT EDGE app to look away as I tell you two what I think of you?"
Brazil couldn't resist responding, as he gave Ally the two-finger salute, saying: "You know, Ally, I've actually got two UEFA Cup winners' medals!
"I actually went to bed when it went to penalties, I had a very early start this morning," added Brazil.
"I woke up this morning and had a wee glance at the result before I got in the car and… you know… it's heartbreaking…"
To which Gabby said: "Your heart looks fine to me, Al!"
You mean, mean boys.
You can WATCH the talkSPORT Breakfast show featuring Laura Woods, Ally McCoist, Alan Brazil and a host of brilliant guests ONLY on talkSPORT EDGE, every day from 6am-10am. Download EDGE here.