We take a look back at three players who have pulled on the shirt for both clubs...
The Sky Blues make the trip South to Millwall on Saturday afternoon, looking for their first victory in League One.
Ahead of the game, we have taken a look at three players who have worn the colours of both clubs in years gone by.
Darius Henderson
Millwall:
Apps - 51
Goals - 22
Coventry:
Apps - 5
Goals - 0
The striker had a brief spell at the Sky Blues last season after signing in February 2016. He struggled to make the desired impact, playing on just five occasions, all as a substitute, and failing to find the back of the net
It was at Millwall the 35-year-old had one of his most successful spells. He joined the Lions in 2011 and spent two seasons at the club. In his first season he scored 16 goals in his first 22 matches, including three hat tricks to help steer Millwall away from the Championship relegation zone.
Dion Dublin
Millwall:
Apps – 5
Goals – 2
Coventry:
Apps – 145
Goals – 61
The striker joined the Sky Blues in 1994, establishing himself as one of the best in the Premier League. He would go onto represent England during his time with City and also set a record at the time for the most goals in a top division season with 23 in all competitions.
In the 1997-98 season, Dublin was named the top goalscorer in the Premier League alongside star names Chris Sutton and Michael Owen – with each scoring 18 goals.
Dublin joined Millwall for a brief loan spell in 2002 from Aston Villa. He only featured on five occasions but did manage to score twice – Including in the Play-Off Semi-Final against Birmingham.
Andy Marshall
Millwall:
Apps – 67
Goals – 0
Coventry City:
Apps – 59
Goals – 0
In June 2006, Marshall joined Coventry City on a free transfer becoming a favourite with the fans. In the 2006-07 season he won multiple awards that were voted for by the clubs supporters, including the Player of the Season Award.
He made 59 appearances for the Sky Blues before leaving on a free transfer to provide back up for Brad Guzan and Brad Friedel at Aston Villa.
Marshall made 67 appearances for Millwall over three different spells at the club. He initially joined on loan from Ipswich Town before making the move permanent in 2004. During his time at the Den, Marshall reached the 2004 FA Cup final, losing out to Manchester United.