Not when they came from his nemesis, the former manager Graeme Souness, whose lack of regard for the Ibrox record goalscorer ran deep. Souness kept McCoist on the bench so often that the striker was dubbed "The Judge" by team-mates.
And certainly not from the howling supporters, who once singled McCoist out as the scapegoat during Rangers' nadir in the pre-Souness days. Following a Scottish Cup defeat by Dundee in 1985, McCoist ran up the tunnel in tears with the mob chanting "Ally, Ally, get to f...", but re-emerged, to change the fans' tune to "Super Ally", which was the anthem of Ibrox's last decade of glory.
The bulk of McCoist's 355 goals for Rangers came in the good days, and contributed largely to the 10 championships won in his time there, as well as three Scottish Cups and 10 League Cups.
McCoist was a talisman, which is why his colleagues simply referred to him as "Golden Bollocks". The luck, though, seems to have deserted McCoist since his move last summer to Kilmarnock.
When he encounters his old team tonight at Rugby Park, in a match which Kilmarnock must win to revive any interest in the Scottish Premier League title race, the old Rangers boy will be hoping to break one of the most barren runs of his career.
Only once in the last five months has the Scotland striker had to dust down his celebration routine although, as befits a man better known these days for his knowledge and his quips on A Question of Sport, he knows exactly when it was.
"The last time I managed to score was on New Year's Day in the 2-1 win at Motherwell," beamed McCoist, "so I think I am due another one."
Kilmarnock would certainly argue with that. They went into the Premier League's winter hibernation after that victory just four points behind Rangers, but seem not to have woken up sinced the re-start with just one point from four games to slip to 12 points behind.
Maybe, it's not the name on the back of his blue and white Kilmarnock shirt, but the No 13 that he now wears. When McCoist hit the post 10 days ago at Celtic, he had the feeling lady luck had stopped looking in his direction.
"Even now I don't know how it stayed out," he said. "If we had scored that night, we might have won, but that is how things have gone for us recently. We have not been playing with the flair we had earlier in the season.
"Maybe it was the shutdown. The title has almost cer- tainly gone for us now, but a European place has always been the aim at Kilmarnock this season, and we need to beat Rangers."
McCoist's five goals since signing for Kilmarnock pale in comparison to the haul at Rangers, where he earned the European Golden Boot in 1992. But he insists defiantly: "I have had barren spells plenty of times before in my career, particularly that time in 1985.
"It never worried me and I not about to start letting it affect me now. Lack of confidence has never been a problem for me, whatever I do."
McCoist admits that facing Rangers after those years of achievement on their behalf still provokes a strange sensation. "It's a weird situation. I'll not deny that it will be a very odd feeling to score against them, but maybe this weekend I will strike lucky. I fancy myself to get back on the goal trail."Reuse content