On August 6, 1993, Coffman was nominated by President Bill Clinton to a joint appointment to both the United States District Court for the Eastern District of Kentucky and the United States District Court for the Western District of Kentucky, both seats having been vacated by Eugene Edward Siler Jr., who had held the same joint appointment. She was confirmed by the United States Senate on September 30, 1993, and received her commission on October 1, 1993. She served as the Chief Judge of the Eastern District from 2007 to 2012. She also served a seven-year term on the United States Foreign Intelligence Surveillance Court starting in 2011 until she retired from all of her appointments, effective January 8, 2013. She was the first female judge appointed to the federal courts in Kentucky.