 In March 2011, at the City Winery in New York, Coe took the keyboard solos on a live version of "Nigel Blows A Tune" from the Caravan album "In the Land of Grey and Pink", along with the musician/novelist Wesley Stace and his band The English UK.Coe married Janine McKeown in 1989, and they have two daughters born in 1997 and 2000.In 2009, Coe took part in Oxfam's first annual book festival, 'Bookfest'.