With City struggling with attendances both the City boss and Chairman Ray Ranson are looking for players who can put bums on seats and help to get City up the table.
Gary has been on the radar for some time," said Coleman to the CT. "He's a big favourite with the fans, but if I'm honest I've not got a list of players I've got lists!"
McSheffrey is currently out for twelve weeks with a knee injury and is short of Championship match practice after being omitted by Birmingham boss Alex McLeish.
Portsmouth's David Nugent is another striker whose name has been linked with a loan move.