The home side took a first period lead thanks to a Jeff Legue goal on 9.59 and went further in front when Legue scored a powerplay goal on 24.44.
It was then the turn of Jason Hewitt to follow Legue with a brace of goals. Hewitt made it 3-0 to the Steelers on 25.48 and hit the fourth on 30.52.
An unassisted Sean Selsmer power-play goal on 34.39 gave the Blaze fans who travelled something to cheer but Coventry went down to defeat.
Coventry Blaze are at home to Belfast Giants on Sunday night. Face off is at 6pm.