Falkirk's synthetic surface was damaged when a flare was set off from the North Stand and thrown on to the pitch after the full-time whistle at their tie against the Light Blues.
In a statement released after the match, Rangers said they were investigating the incident and supporting police with their enquiries.
Asked if he had a message for supporters who take flares to matches, McCoist said: "Don't do it please.
"Our fans have been absolutely fantastic, they have been wonderful in their support and we don't want that to change.
"But needless damage to any surface, particularly a new surface that Falkirk have just brought in, doesn't do the club any good at all.
"We would just ask them to behave. No matter what team you support or whatever game you go to, I don't think it's asking too much to go and watch it in a safe atmosphere.
"That is, without doubt, the most important thing. We have to do everything we can to stop these things happening."
On the general issue of flares and smoke bombs being used at football matches in Scotland, McCoist said: "I think the authorities will look at it.
"The fact of the matter is, if it endangers people coming to watch football we don't want it.
"It's something I would imagine the security services, whether it's the police or ambulance, would rightly be dead against.
"I would imagine the authorities would have strong views on it."
Play was briefly held up in the early stages of Albion Rovers' victory over Motherwell at New Douglas Park when a smoke bomb was thrown on to the pitch from the Scottish Premiership side's support, one of several which were let off during the game.
SFA president Campbell Ogilvie said: "We have written to all parties involved in the two incidents and we await their replies but there is no room for that type of behaviour.
"One of them burnt the pitch but, more importantly, there could have been a serious injury.
"There is no room for flares at all within football stadia. It's something we have got to work hard at.
"We worked hard at the alcohol side and coin-throwing and eradicated these issues. Flares have crept in from the continental games."
When asked what action could be taken, Ogilvie said: "It's up to the compliance officer and judicial panel.
"But we have got to work together and eradicate this. It's not just about dishing out punishments.
"We have got to get to the root of the problem and stop the behaviour in the first place.
"We will work closely with the clubs to try to ensure this is eradicated."
Meanwhile, Ogilvie refused to expand on his statement accusing Celtic and Rangers of wasting the governing body's time and effort over their recent spat over the Ibrox club's status.
Ogilvie expressed frustration at the "erosion of mutual respect" between the Glasgow clubs after the SFA dismissed a complaint from Rangers over comments made by Celtic chief executive Peter Lawwell.
The former Ibrox director said: "The statement went out last week and as far as I'm concerned that's the end of the matter.
"I think it's important all our clubs work together whether it's Rangers, Celtic or whoever.
"It's been a difficult time in the game, we have gone through major changes with the new league set-up and I think we have all got to work hard together to promote the game.
"There are a lot of positives happening in the game which sometimes we seem to get sidetracked on.
"The national team are picking up again and at the other end of the spectrum there is a lot of positive work going on.
"The under-16s won the Victory Shield the other night, the under-17s and 19s are qualifying for elite rounds.
"We should work together and focus on these positives."