Coghill married Actress Lisa Faulkner in April 2005, having met her on the set of Burn It. Their wedding was held at Pembroke Lodge, in Richmond Park, London, and they honeymooned in Malaysia. Until recently they resided in London with their adopted daughter, Billie. The couple separated in 2011.

Coghill has appeared in television programs such as HolbyBlue, Shameless, Burn It, Hotel Babylon, The Bill, New Tricks, Doctors, Holby City, Heartbeat, Secret Diary of a Call Girl, Waterloo Road and Cold Feet. He has also appeared in films such as Someone Else, The Banker, Molly's Idle Ways, Slide and 24 Hour Party People. In 2007, he appeared in an episode of BBC drama series, Waterloo Road. His character Shaun appeared in one episode and was seen grooming runaway pupil Chlo Grainger into prostitution. In 2008, Coghill was cast in EastEnders in the controversial role of Tony King, Bianca Jackson's boyfriend. His first episodes were televised in September 2008. Over the course of three months, it emerged that the character had been having a relationship with Bianca's stepdaughter Whitney Dean for three years, starting when Whitney was just 12 years old. He was also seen 'grooming' Lauren Branning. The storyline ended in December 2008 when Whitney told Bianca, who then told the police. Tony was arrested, thus ending Coghill's three-month stint in the show. Coghill reprised the role for the character's trial, which was screened in December 2009. After leaving EastEnders, Coghill appeared as ambulance driver Bobby Sheridan in the medical drama series The Royal, from 14 December 2008. In February 2016, he appeared in BBC One drama series Moving On . He appeared in series 4 of Line of Duty on BBC One in April 2017.