PHPUnit: Trying to @cover or @use not existing method

I'm learning how to unit test with PHPUnit 4.3.5 / PHP 5.5.14. All went fine until I tried to get my code coverage. I'm receiving this error: "Trying to @cover or @use not existing method "MyClass::__construct" when trying to get code coverage. I tried other SO answers but couldn't fix it. Any ideas what am i doing wrong? Thanks!

/**
 * Test constructor.
 * @covers MyClass::__construct
 * @group MyClassTest
 */
public function test_Can_Create_MyClass_Instance() {
    $this->assertInstanceOf('MyClass', $this->_myClass);
}