The Sky Blues fell to defeat against Millwall at the hands of a Tom Bradshaw goal.
Mark Robins side bossed the first half, but were still in search of a goal heading into the second.
Millwall took the lead with little time left on the clock, when Lions striker Tom Bradshaw squeezed the ball past Ben Wilson for the game's only goal.
The Sky Blues applied the pressure early on and were first to carve out a chance when Callum O’Hare burst forward and fired an effort goal-bound to draw a save from Bartosz Bialkowski.
City came close once again from the resulting corner, with Bialkowski producing another stop from Michael Rose’s header before Dom Hyam’s acrobatic attempt sailed narrowly over the bar.
O’Hare continued to cause the Lions trouble, floating in a pin-point ball towards Tyler Walker whose glancing header came close to being City’s opener.
HALF-TIME: Sky Blues 0-0 Millwall
City remained dominant through the opening stages of the second-half, despite the visitors’ half-chances through Jake Cooper and Shey Ojo.
O’Hare kick-started the majority of City’s chances, sliding through Todd Kane whose fierce cross forced Bialkowski to punch away the danger.
Second-half substitute Viktor Gyökeres sparked the game into life with a quarter-of-an-hour to go, spinning his man and driving a low shot, but the Swede was unable to break the deadlock.
Against the run of play, the visitors took the lead with Tom Bradshaw bundling the ball home from a long free-kick into the box.
The Sky Blues came forward in search of an equaliser, but could not find the leveller as the Lions took away all three points.
FULL-TIME: Sky Blues 0-1 Millwall
SCORERS: Tom Bradshaw (79')
YELLOW CARDS: Tom Bradshaw (55’), Todd Kane (71’)
ATTENDANCE: 18,500 (1,044 away)
Sky Blues XI: Ben Wilson (GK), Todd Kane, Michael Rose (Jodi Jones 85'), Kyle McFadzean, Dom Hyam, Ian Maatsen, Liam Kelly (C) (Jamie Allen 68’), Ben Sheaf, Callum O'Hare, Tyler Walker, Matty Godden (Viktor Gyökeres 68’).
Unused subs: Cian Tyler (GK), Jake Clarke-Salter, Jordan Shipley, Josh Eccles.
Millwall XI: Bartosz Bialkowski (GK), Danny McNamara, Shaun Hutchison, Alex Pearce (C), Jake Cooper, Murray Wallace, Billy Mitchell, George Saville, Shey Ojo (Scott Malone 78’), Mason Bennett (Benik Afobe 66’), Tom Bradshaw (Zak Lovelace 90').
Unused subs: George Long (GK), Matt Smith, Nana Boateng, Besagt Topalloj.