The Owls started brightly in an end-to-end first few minutes but slipped in control with the Sky Blues able to take ascendancy through the running of Callum O'Hare, Haji Wright and brace-getting Tatsuhiro Sakamoto.
The Japanese international bagged one in each half to hand Coventry the win after chances for Bailey Cadamarteri, Anthony Musaba and Ashley Fletcher came and went without joy. A second half rally and tweaks in set-up allowed Wednesday to develop more of a foothold in the game but in truth a 2-0 win seemed a fair result over the 90 minutes.
Bambo Diaby was a standout performer but will be slapped with a suspension after he saw red for going nose to nose with Coventry defender Liam Kitching at the final whistle.
Defeat leaves Wednesday eight points shy of the safety spots and with momentum sapping from their resurgent run under Danny Rohl.
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