The City supporting winger impressed on his debut against Charlton and was used against Nottingham Forest on Saturday, but the City boss is wary of starting Cain.
"I have got to be careful with Ashley because what you don't want is too much too soon," Coleman said to the CT.
"He went on against Charlton for 20 minutes, lovely, no problem. Then he went on at Forest in difficult circumstances and we couldn't really get him on the ball.
"He was up against Chris Gunter who is an international full-back, and that will be good for him - but I wouldn't start with Ashley just yet."