Two second half goals condemn the Sky Blues to defeat against Southampton.
City created a number of good opportunities and hit the woodwork before the interval but a long range free-kick from Gareth Bale and a dubious Grzegorz Rasiak penalty gave the Saints all three points.
Micky Adams named an unchanged side for the match, opting for the same starting eleven as the one which beat Sunderland 2-1 on the opening day of the campaign.
The St Mary's was buzzing for Saints' first home game of the campaign and with a new board at the helm, the supporters were clearly looking for a positive start after seeing two points snatched away from them at the death when Derby equalized in the last minute at the weekend.
City did their utmost to silence them by forcing two corners in the opening three minutes, the second of which found Matt Heath unmarked in the middle, but his header was blocked. Andy Marshall was soon put into action for the first time, making a fairly routine save from Grzegorz Rasiak's far post header.
Micky Adams had clearly given his players clear instructions to go for the kill and in the eighth minute, Stern John produced a good stop from Saints keeper Kelvin Davis, having pulled neatly away from his marker.
But Bradley Wright Phillips showed how alert the City rearguard would have to be when he produced a scintillating run which was only let down by his weak shot.
Coventry were having the better of it though, pinning the home side back for lengthy spells, and Dele Adebola was desperately unlucky not to open the scoring with a quarter of an hour played when his crisp shot from a Stephen Hughes free-kick rebounded off the inside off the post with Davis well beaten.
Elliott Ward's thundering clearance presented the powerful striker with a half chance not long afterwards but this time he cleared the goal by some distance with his attempted chip.
City's strike partnership of Adebola and John were giving the Southampton defence all sorts of trouble and clever interplay between the duo saw Davis make yet another smart stop from Dele. And Stern was not far from scoring a stunner, when he swiveled to volley a Hughes corner narrowly over.
Towards the end of the half, Southampton suddenly came to life and it took some solid defending to keep them out, with McNamee in particular making an excellent last ditch challenge on the explosive Wright-Phillips.
The Saints continued to exert their authority at the start of the second half and it took a brilliant goalline clearance from McNamee to prevent Wright-Phillips' close range header from giving Southampton the lead.
But it was not long until they were ahead and the goal came in some style in the 62nd minute as Gareth Bale's 30-yard free-kick beat Andy Marshall and found the back of the net to put Southampton 1-0 ahead.
With 68 minutes on the clock Micky Adams made his first switch, bringing new loan signing Adam Virgo on for Adebola in a straight swap that saw the utility man partner John up front. Colin Cameron was soon introduced for his Sky Blues debut, replacing Birchall while Hutchison came on for McSheffrey.
Stern John did well to create space for a shot as City went in search of an equalizer, but Southampton looked far more organised at the back than they had in the opening period and chances were coming far less frequently for the Sky Blues.
With eight minutes to go Coventry's defenders must have thanked their lucky stars when the impressive Wright Phillips went off, only to see the equally rapid Kenwyne Jones replace him.
Moments later and the referee sealed City's fate by awarding a penalty when Rasiak went down in a somewhat acrobatic manner with little or no contact from Elliott Ward. The Polish striker made no mistake, sending Marshall the wrong way from the spot to rub salt in the wound.
Right at the end, John went clean through but Davis made a good save to deny City a goal they deserved.
The scoreline may make it look like a comfortable victory for Southampton but over the course of the 90 minutes it was by no means one-way traffic. However, the Sky Blues will have to learn to take their chances, especially away from home, if they are to improve on their consistency.
Southampton: Davis; Ostlund; Baird; Pele; Bale (Cranie 90); Belmadi; Viafara; Wright; Skacel (Surman 88); Rasiak; Wright-Phillips (Jones 82). Subs (not used): Poke;; Dyer
Coventry: Marshall; McNamee; Heath; Ward; Hall; Birchall (Cameron 72); Hughes; Doyle; McSheffrey (Hutchison 72); Adebola (Virgo 68); John. Subs (not used): Tabb; Thornton
Booked: Hall (23); Hutchison (85)
Referee: Mr Grant Hegley
Attendance: 21,088
