The Rangers and Scotland legend, now 62, took to social media to share his Easter weekend adventures at Loch Fyne with his 521,000 followers.
Filming himself by the loch, McCoist said: “Somebody will need to tell me that this isn’t the best place in the globe to be right now, honestly.
“Have a look.
“I wonder if I got it, did you see that fish jump?
“I think it was a fish.
“Absolutely beautiful, looks as though you could walk across it.
“Looks actually warm as well – should I find out?”
The second video in the post showed McCoist heading into the freezing water, saying: “Fresh. Unbelievably fresh.”
A third video then showed McCoist back out of the water, but he immediately decided to get back in.
He said: “Now the secret is, they tell me, is you’ve got to get back in.
“It actually feels a bit better.
“It does feel a bit better!
“CUT!”
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Fans couldn’t help but notice similarities between McCoist heading in and out of the water and Daniel Craig’s debut appearance as Bond in Casino Royale back in 2006.
One fan wrote: “Scotland’s James Bond! Happy Easter, Ally.”
Another said: “Your audition for Bond is complete! Happy Easter, Ally!”
A third posted: “Reminded me of Daniel Craig coming out of the sea in Casino Royale.”
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Other fans were shocked that the former Rangers player dared to brave the freezing water.
One comment read: “You’re a brave man, pal.”
Similarly, a second said: “Happy Easter, Ally. You’re a brave man!”
A third posted: “I’ll tell you this, it looks Baltic in that water!”
Away from his football commitments, McCoist is known to enjoy exploring and often pops up at idyllic spots across Scotland.