The person spoke on the condition of anonymity Sunday because of the confidential nature of the search.
The Philadelphia Eagles also took their coaching search to Denver on Sunday to meet with McCoy.
The Bears are in the market for a coach after they fired Lovie Smith following a 10-win season in which they missed the playoffs for the fifth time in six years.
The Broncos allotted time for teams to meet with McCoy in Denver this weekend. He is also linked to openings with Arizona and Philadelphia.