There was a very low attendance for the Blaze's final exhibition game although there were about 40 Devils fans who had made the journey from Cardiff.
The first period was goal-less but Paul Thompson's team which had beaten Aalborg 4-2 on Sunday took the lead through American Luke Fulghum on 27.14 on the power play.
On 30.12, Fulghum hit a second, assisted by Greg Owen and Greg Chambers who had joined in the close season from Basingstoke Bisons.
Tom Watkins hit the third, eight minutes later, assisted by Joe Henry and Jon Weaver.
With no goals in the third period, Blaze ran out 3-0 winners.
Coventry Blaze start their Elite League campaign at the champions Sheffield Steelers on Saturday and then take on Nottingham Panthers in a Challenge Cup game on Sunday at the Sky Dome.