Albion have been looking for a new manager since off-loading Bryan Robson and the City boss was one of a number that Albion Chairman Jeremy Peace has expressed an interest in.
City have issued a statement saying: "The Board of Coventry City Football Club can confirm that it has rejected an approach from West Bromwich Albion to speak to Micky Adams. The Championship club contacted the Sky Blues last week in relation to the vacant manager's position at The Hawthorns. However, the Board collectively decided that the approach was not in the best interests of Coventry City.