In this Midland Alliance fixture at Sphinx Drive, Paul Charnley's side took the lead through defender Tom Haywood in the 15th minute.
Jerome Murdock netted a second in the 40th minute and Sphinx went on to win 2-0.
Next up for Paul Charnley's side is a trip to Atherstone Town on Monday. Kick off is at 3pm.
Locally, Nuneaton Borough were beaten 3-2 at Kettering Town in a Conference North game.
In the BGB Midland Division, the big game saw Leamington take on Bedworth United. The Brakes ran out 3-0 winners in front of a crowd of 611. Reynolds, Blake and Sanders got the goals.
In the Midland Alliance, Racing Club Warwick held leaders Atherstone Town to a 0-0 draw. Stratford Town beat Cradley 6-1.
Nuneaton Griff were the only Coventry and Warwickshire based team in the Midland Combination Premier Division to win this afternoon. Griff beat Meir 4-0 with Gazeley getting a hat-trick.
Southampton were stuffed 4-0 at Coleshill, Massey Ferguson lost 3-0 at Barnt Green but a goal from McCullum put Coventry Copsewood ahead in the 75th minute, only for Brocton to equalise six minutes later.