As well as playing for St Eunan's, Kilcoyne has managed the club.[4][5] He led the club to the 2007 Donegal SFC title, but after defeat in the 2007 Ulster Senior Club Football Championship, he accused the county board of collaborating with opponent Cavan Gaels.[6]
After managing the St Eunan's club to the Donegal SFC title, Kilcoyne was a candidate to replace Tommy Breheny as Sligo senior manager when Breheny resigned in 2007.[7] Kilcoyne was part of the Donegal under-21 management team of Maxi Curran, whose players featured in an Ulster Under-21 Football Championship final in 2015.[4] Kilcoyne was also a selector with St Eunan's, while working as a selector with the Donegal under-21 team.[3][8] Later that year, Kilcoyne joined the Donegal senior management team for the 2016 season.[2][4][1] He remained in this position for the 2017 season.[9] Although originally from County Sligo, Kilcoyne moved to Letterkenny in the 1990s, and continues to support Donegal in competitive fixtures.[3][10] In 2020, Kilcoyne was a selector with the Donegal minor team.[11] In 2023, Kilcoyne had a role with the Donegal minor team, described variously as a mentor and assistant manager.[12][13] Later that year, he was appointed as part of the backroom management team of the Donegal under-20 footballers.[14]
^ ab"'Donegal can pick themselves up'". Donegal News. 2 June 2022. p. 72. The former Sligo and St Eunan's star was back-up to Rory Gallagher in 2016 when Tyrone edged out Donegal in similar fashion to the way Derry did last Sunday.
^"Two final meetings that shaped strands of history". Donegal Democrat. 29 October 2012. Archived from the original on 29 March 2015. Retrieved 29 October 2012. …in 2007 when St Eunan's won a frantic first round third game on their way to a first of a string of successive county championships. After Leo McLoone scored 4–1 in Glenties, Brendan Kilcoyne's team came out fighting and the play-off win sent their history on an upward trend.
^"Cavan Gaels edge out St Eunan's". BBC Sport. 21 October 2007. Kilcoyne alleged that an unnamed member of the county board had sent videos of recent St Eunan's games to the Cavan Gaels club. 'Members of our county board were collaborating with them and it was disappointing', said Kilcoyne.
^Craig, Frank (2 June 2022). "Donegal have the personnel to mix it up — Kilcoyne". Donegal News. p. 70. 'I'm obviously so disappointed Donegal lost [the 2022 Ulster SFC final] because that's where my loyalties lie. But I'm also delighted for [Derry manager] Rory [Gallagher] because he takes an awful lot of flak'.