I am trying to find web page or server/ database which will allow me to download the txt/ bed file for mouse mitchondrial genes with coordinates and gene annotations. I have tried google NCBI, EBI and could not find the same.
I don't do mouse research, so if there's someone who has more knowledge than I do on where to get this information from, listen to them. But this looks like it might be what you're looking for: MGI Genes and Markers Query Form. Select MT under chromosomes in the Map Position box and specify an output type (didn't see BED, but I did see tab-delimited, which should be easy to make into a BED format file).
As Mitch says MGI (the mouse model organism database) looks like the best place to get this. Their genome downloads page has files of gene coordinates in tab delimited formats and GFF which include mitochondrial genes.