Certificateless cryptography eliminates the need of certificates in public key cryptosystems and solves the inherent key escrow problem in identity-based cryptosystems. An aggregate signature scheme is a signature scheme which allows to aggregate n signatures on n distinct messages from n distinct users into a single signature. Recently, Zhang and Zhang proposed a certificateless aggregate signature scheme provably secure in the random oracle model under the Computational Diffie-Hellman assumption. In this paper, we propose a novel fundamental security requirement for certificateless aggregate signature schemes, called coalition resistance, by presenting coalition attacks on Zhang-Zhang's scheme.