It is thought the Ligue 1 side are still targeting the full-back and will be back in the January transfer window.
PSG made a last ditch attempt to lure Coleman to the French capital in the dying days of the transfer window but their efforts were unsuccessful.
Their offer was worth £20million as well as allowing Dutch international Gregory Van Der Wiel to move to Merseyside as part of the deal.
Van Der Wiel was happy to move to Everton after a fall out with current boss Laurent Blanc as well as having slipped down the defensive pecking order.
But PSG were unable to negotiate a deal as Everton stood firm in their attempts to retain Coleman, as they did with John Stones and Chelsea.
The full-back was bought for just £60,000 from Sligo Rovers in 2009 and has since developed in to one of the best full-backs in the Premier League.