Sheffield took the lead on 9.31 through Robert Dowd but Coventry were level seven minutes later when Greg Chambers scored, assisted by Russ Cowley and Robert Farmer.
Yet again the Blaze struggled in the second period and let in three goals without reply.
Ashley Tait put Sheffield ahead on 23.21 and goals from Robert Gloebke and a second from Dowd followed.
Luke Fulghum scored for the Blaze on 51.35, assisted by Arron Nell and Dan Carlson but the damage had been done and it was another defeat for the Blaze fans to endure.