[5] In 2004–05 the club entered the FA Cup for the first time, and reached the first round, eventually losing 1–0 at Second Division Wycombe Wanderers.
[5] They were league runners-up in 2009–10, and the following season saw them reach the final of the FA Vase, losing 3–2 to Whitley Bay at Wembley Stadium.
[5] They also won the Midland Alliance, scoring 153 goals in the process and earning promotion to Division One South of the Northern Premier League.
[5] In 2012–13 Coalville won the Westerby Cup, beating Loughborough Dynamo 2–1 in the final at the King Power Stadium.
[5] The 2017–18 season saw Coalville win the Leicestershire & Rutland Challenge Cup with a 7–6 victory on penalties against Loughborough Dynamo.
[6] At the end of the season they were transferred to the Premier Central division of the Southern League as part of the restructuring of the non-League pyramid.
The club retained the Leicestershire & Rutland Challenge Cup the following season, beating Loughborough University 4–1 in the final.
However, after the parish council refused the club permission to erect floodlights, they moved to the Owen Street Sports Ground in Coalville.