The Gers boss spoke out after Light Blues midfielder Ian Black was hit by a charge from the Hampden hierarchy for allegedly betting on 160 fixtures, covering his time at Ibrox as well as spells at Inverness Caley Thistle and Hearts.
An SFA spokesman said: "The rule contained within the Judicial Panel Protocol, provided to all clubs, states no player or official under the jurisdiction of the Scottish FA can bet in any way on a football match.
"If he [McCoist] wants any explanation on the rules, he can just pick up the phone."
McCoist met the press at Murray Park ahead of his side's League Two match with Airdrie tonight and brought a dossier of names of players who he claims have bet on matches and therefore breached SFA rules.
And the Gers boss has backed Black not to let the top-brass probe affect his fine form this term. He said: "I know it's in the hands of his lawyer and the PFA (Scotland) lawyer so I can't comment on it.
"The investigation is ongoing. That's all I can say on that as well. Absolutely, he's in my plans for Airdrie."
McCoist added: "He's fine - he's trained the last couple of days and I've actually been delighted with his form since the start of the season. Hopefully that will continue. I'm very hopeful Ian Black will continue his really good form against Airdrie."