Thirteen hardy Blaze fans made the trip to Dundee in snowy conditions and saw Peter Cartwight put The Stars ahead on 11.33.
The Blaze went up the other end and hit the pipes, then Pease had a shot deflected wide but on 15.29, Sean Selsmer smashed home to tie the game, assisted by Robert Farmer.
A short-handed goal from Brent Hughes on 23.26 had Dundee back in front but nine minutes later, Luke Fulghum was on hand to net the second equaliser.
Coventry went 3-2 up on 35.25 thanks to Dan Carlson scoring, assisted by Arron Nell.
With time running out, Luke Fulghum hit a fourth on 58.59 and thirty seconds later, he completed his hat-trick to give the Blaze a 5-2 win.
Paul Thompson told the Blaze website after the game: "It was a good feeling to finally see the guys get rewarded. It was a deserved win.
"It has been tough for them over the past few weeks but they were laughing and joking in the room afterwards. They have worked so hard to get better.
"I thought it was a convincing win and that's three points in two games for us so we are proving we can do it with some guys missing.
"Fulghum has played great for the past few weeks, he has really picked up his game and he is scoring goals again.
"He gets seven or eight good scoring chances most games and it was only a matter of time before they started going in for him again."
Sunday night sees The Blaze at home to Newcastle Vipers. Face off at the Sky Dome is at 6pm.
Coventry ENL Blaze were beaten 6-3 at home by Sheffield Spartans.