The second report by the World Anti-Doping Agency (WADA) independent commission is understood to include shocking revelations of endemic corruption within IAAF and leading athletics federations other than Russia, such as track powerhouses Kenya.
But Coe, who took over from disgraced Lamine Diack as president of the IAAF in August, has insisted his organisation had not covered up positive drugs tests by Russian athletes.
The first WADA report accused Russia of systematic state-sponsored doping and corruption, the IAAF promptly banning the country until it gets its house in order.
And now two letters dating from 2009 have surfaced from the IAAF to the Russian federation in which then-general secretary Pierre Weiss warned about the health risks being taken by the athletes taking part in blood doping and urged the Russian authorities to act.
But Coe was adamant that it was "not a huge surprise that we were concerned about Russia".
"The issue is simple: were all abnormal readings followed up? The answer is yes. Were sanctions imposed and made public? Yes. Was there a cover-up? No," Coe told Sky television on Wednesday.
The second report by the WADA independent commission is expected to also focus on corruption at the highest levels of the IAAF.
Outspoken co-author and former WADA president Dick Pound promised in November the report would have a "wow factor".
"People will say: 'How on earth could this happen?' It's a complete betrayal of what the people in charge of the sport should be doing."
Lamine Diack is under investigation by French prosecutors, along with his legal advisor Habib Cisse, the former IAAF anti-doping chief Gabriel Dolle and Diack's son Papa Massata Diack, over allegations they took bribes to hush up positive tests by Russian athletes, the latter two subsequently banned by the IAAF's ethics commission over those claims.
'Total cooperation'
But Coe said he was confident the second report, the publication of which will be followed by an update on the investigation's progress by French financial prosecutor Eliane Houlette, would contain no direct allegations against him.
"Look, the (IAAF) ethics board has already made its enquiries," Coe told CNN.
"The WADA report we will wait for Thursday, the French police... I have been, as the president of the IAAF, in total cooperation with all these enquiries. So that is where we are."
Pound warned this week that evidence of corruption even more shocking than the scandal plaguing world football's governing body FIFA could be produced.
"With very few exceptions, I have not seen international sports federation presidents so involved in corruption, as opposed to moving money around like the FIFA boys," he told The Times newspaper.
"In a sense, this is worse. This gets down to affecting the outcome on the field of play. It's about the integrity of competition... You get to see how some scumbags operated."
Pound's report will centre on how the IAAF followed up on positive results and to examine the IAAF database to see whether there were any abnormal anti-doping test results and if so, when and how the IAAF followed them up.
"There were more than 5,000 athletes in that database, including athletes from other countries such as Kenya. Our experts are going through the entire list right up to the end of 2015," Pound told Japan's Yomiuri Shimbun newspaper.
Pound acknowledged that his commission's initial mandate was very narrow, centred on "Russia only and athletics only".
"But it is fairly clear that there is a problem in Kenya. My suspicion is that at some point there will be a similar investigation of Kenya," he said.
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