The Sky Blues could not get back to winning ways as they went down 2-1 at Hillsborough to Sheffield Wednesday.
Marcus Tudgay opened the scoring on 17 minutes before a piece of magic from Michael Mifsud 10 minutes before the break brought Iain Dowie's side level. 20 minutes from the end, substitute Steven MacLean pounced on a loose ball to fire the Owls to victory.
Dowie made three changes to the side which lost 4-0 against Preston North End at the Ricoh Arena last weekend.
Most notably, Liam Davis made his first start for the Sky Blues wide on the left hand side of midfield, while David McNamee returned at right-back following a lengthy spell out with a hamstring injury.
Davis has appeared as a substitute for City twice previously, although today marked the first start for the 20-year-old.
Jay Tabb played on the other flank, with Isaac Osbourne moving to a central midfield position alongside Stephen Hughes.
The other change came up front, with Dele Adebola replacing Kevin Kyle.
Kevin Thornton returned to the squad and was on the bench.
The Sky Blues started the game brightly and with 10 minutes on the clock Davis delivered a pin point cross into the area which found Tabb, who could only guide his shot over the bar.
The deadlock was broken on 17 minutes when Deon Burton escaped Marcus Hall and crossed the ball to Tudgay who fired the ball past the hapless Marshall from 10 yards out.
The goal triggered City into life and Stephen Hughes went close with a free-kick which had Owls keeper Iain Turner scrambling back to tip over the bar. From the resulting corner Elliott Ward nearly drew the Sky Blues level when he headed just inches over the bar.
On 26 minutes Dele Adebola should have made the score 1-1 when the powerful striker fired a shot from the edge of the area which went narrowly wide.
Brian Laws was forced into making an early change on 29 minutes with Jermaine Johnson replacing the injured Tudgay.
Wednesday nearly made the score 2-0 when substitute Johnson's shot took a deflection off Ward which went inches past the post before Mifsud levelled the score for City.
The Maltese international skipped past four players on his way into the penalty area and fired the ball into the roof of the net on 37 minutes.
Just before the half-time break, Marshall was called into action when Chris Brunt hit a long-range effort but the former Norwich man smartly punched the ball away.
Sheffield Wednesday made their second change of the afternoon with MacLean replacing Leon Clarke at half-time.
The Sky Blues began the second period strong with Mifsud using his pace to beat Richard Wood, the pint-sized striker found Tabb on the edge of the area, who could only fire his shot over the crossbar.
Just before the hour mark Tabb's cross found Adebola unmarked at the near post but the striker could only direct his header wide.
The Owls regained the lead on 70 minutes when Brunt got the better of Robert Page and the Northern Ireland international fired at Marshall who could only parry the ball into the path of substitute MacLean who fired into the empty net from 10 yards.
Moments later Dowie brought on Thornton for Davis and the change had an immediate impact with the youngster picking out Tabb on the edge of the box who could only direct his shot straight at Turner.
With only four minutes remaining, Thornton cleverly found Kevin Kyle and the Scotsman struck a fierce shot which was bravely blocked by Tommy Spur to deny City a late equaliser.
Moments later the Sky Blues were cruelly denied by the post twice, Mifsud's low shot beat Turner but agonisingly hit the woodwork, the ball bounced back off the post to Thornton who's shot hit the post.
Sheffield Wednesday: Turner; Bullen; Whelan; Tudgay (Johnson, 29); Burton (Gilbert, 63); Brunt; Wood; Watson; Clarke (MacLean, 46); Simek; Spurr
Subs Not Used: Lunt; Adamson
Coventry City: Marshall; McNamee; Hall; Page; Ward; Hughes; Osbourne; Davis (Thornton, 73); Adebola; Mifsud; Tabb (Kyle, 80)
Subs Not Used: Steele; Birchall; Turner
Bookings: Clarke (31), McNamee (45), Wood (50), MacLean (67), Osbourne (73)
Attendance: 23, 632
