Coyotes have never been domesticated with the exception of the Hare Indian Dog, which is a dog-coyote hybrid.
Picture from WDFW
Except when raised from a very young age, coyotes are very difficult to tame, thus making them almost impossible to have as a pet. Their wild temperament comes out as they reach puberty. Coyote attacks on humans are uncommon and rarely cause serious injuries, due to the relatively small size of the coyote, but have been increasingly frequent in the US.