Paul Charnley's side were ahead in a stop start game, in the 11th minute when Jerome Murdock steered home from a Robbie Stevenson cross.
The vistors had already lost defender Stephen White to an injury when striker Jermaine Gorden was sent off for elbowing Sphinx's young defender Tom Haywood in the 17th minute.
Three minutes before the break, referee James Glover sent off Chris Gray for a bad tackle on Sphinx's goalscorer.
Sphinx pressed for a goal in the second half but could not find the net. Just before the end,Coalville's nigtmare afternoon contiued when manager Adam Stevens was sent off from the technical area.
Locally, Nuneaton Borough beat Redditch 1-0. Bedworth lost 2-1 at Willenhall Town but Leamington lost on penalties in their Erra Cup tie at Bromsgrove.
The game finished 2-2 after extra-time with Ben Mackey and Ryan Parisi scoring. In penalties, Sanders and Dunkey missed their spot kicks and Leamington went out 4-2.
Atherstone remain top of the Midland Alliance with a 4-0 win against Racing Club Warwick. Jones,Barlone, Martin and Wells scored for Jimmy Ginnelly's side.
Coventry Copsewood,Massey Ferguson and Southam all had their games postponed but Nuneaton Griff beat Cadbury 3-2.
Alveston lost 3-0 at Droitwich,Stockingford beat Thimblemill 4-0 and Coventry Sphinx Reserves lost 4-1 at Rothwell Town.