Jez Carpenter put Paul Charnley's side ahead in the 29th minute with Robbie Stevenson converting a penalty six minutes later.
In the second half, Gary Bardsley reduced the areas in the 59th minute but Carpenter made it 3-1 in the 65th minute with Callum Woodward firing home two minutes later to complete a fine victory.
Sphinx have now scored 27 goals in eight matches and are second in the Midland Alliance table. Next Saturday,Sphinx travel to Boldmere St Michels.
Coventry Sphinx Reserves also had a great win. Danny McSheffrey's side beat Barwell 5-1 with goals from Robbie Scott (2) and goals from Fidel Hinte,Dean Kimberlin and Andrew Buswell.