Coleman: Grimes happy at Dale
Grimes has started both Dale's opening fixtures this term and the 25-year-old forward netted 11 goals in 42 appearances last season.
"I spoke to Ashley and I told him I didn't want him to go," Spotland boss Coleman told BBC Radio Manchester.
"He told me he was happy at Rochdale, he loves the style of football we're playing and he's relishing the chance of being successful here."