Jamie Scowcroft opened the scoring in the 24th minute only for his effort to be cancelled out quickly by Steve Kabba. City went down to ten men when Matt Heath was given his marching orders in the second half for two bookable offences and just when they seemed to have held out for a draw, Duffy brought down Quinn in the box allowing Unsworth to seal the Sky Blues' fate a minute from time.
Isaac Osbourne retained his place in the starting eleven for the clash with the Blades as Claus Jorgensen missed the tie with a hamstring strain. Jamie Scowcroft recovered from a similar problem which saw him withdraw from the squad at Rushden to continue his partnership up front with Dele Adebola.
For United, Danny Webber was injured in the warm-up meaning Steve Kabba came into the starting eleven and goalkeeper Phil Barnes came on to the bench.
Blades started brightly but City soon got into their stride and McSheffrey launched a couple of dangerous attacks down the left. His good cross caused trouble at the back in the sixth minute with Adebola looking to get a header on goal but United were extremely dangerous on the counter attack and City's defence were stretched a number of times in the opening ten.
But the Sky Blues were dealing well with the Sheffield threat and looked threatening in attack themselves and in the 24th minute they took the lead with a finely worked goal. Willo Flood threaded a beautifully weighted throughball inside Rob Morgan which Scowcroft latched onto, took one touch and unleashed a powerful shot past Paddy Kenny.
Two minutes later and Adebola bustled his way into a shooting position, using his power to hold off two defenders but he could not beat Kenny with his shot and in the 27th minute the home side were level through Kabba. Alan Quinn set him free with a well-timed pass and Kabba raced through on goal, using his pace to race away from the City rearguard before beating Bywater with a good strike.
The equaliser spurred them on and Kabba nearly gave them the lead with a header while David Unsworth was not far away with a long-range free kick on 37. Right on the stroke of half time Shipperley fired straight at Bywater when he should have done better and it was the Sky Blues who were happier to get into the dressing rooms to regroup.
Three minutes into the second half and Bywater had to be alert to tip a Leigh Bromby effort over the bar as Blades picked up where they had left off, pushing the Sky Blues back.
Just after the hour mark and a half chance presented itself to Michael Doyle when a long ball upfield from Marcus Hall tempted Kenny well outside his box. The Irishman beat the shot stopper fractionally and got a shot away but it drifted well wide of the open goal.
The game became more scrappy in the second period and the referee dished out more yellow cards and with 20 minutes to go Matt Heath was sent off for his second bookable offence for a mistimed challenge on Kabba. This led to Andrew Whing coming on for McSheffrey as City tried to preserve their share of the spoils.
City were coping quite well as neither team produced a huge number of goalscoring chances. With ten left on the clock, Andy Morrell replaced Flood who had played well in the first half but faded a little in the second but there was heartbreak for the Sky Blues when Duffy brought down Quinn in the area and the referee awarded an 89th minute penalty which Unsworth despatched to give United all three points.
Sheffield United: Kenny, Bromby, Short, Morgan (Gillespie 75), Jagielka, Ifill, Shipperley, Kabba (Tonge 81), Quinn, Montgomery, Unsworth. Subs (not used): Barnes, Nalis, Kozluk
Booked: Morgan (45); Short (46)
Coventry: Bywater, Hall, Page, Duffy, Doyle, Adebola, McSheffrey (Whing 71), Scowcroft, Osbourne, Heath, Flood (Morrell 81). Subs (not used): Ince, John, Wood
Booked: Heath (61 &70); Doyle (67)
Sent-off: Heath (70)
Referee: Colin Webster
Attendance: 17,739
