United had been leapfrogged earlier in the day by Ipswich who won at West Ham, but a Jack Lester penalty saw the Blades pick up a valuable three points.
Sky Blues striker Patrick Suffo, fired up against his former club, went close twice in the opening ten minutes, first when he latched onto an excellent through ball from Yazid Mansouri but hit the side netting.
Then two minutes later the Cameroon international beat his team-mate Michael Doyle to an Andrew Whing ball over the top and struck the ball well but a yard over the bar.
Coventry's manager Gary McAllister was in the crowd, returning to Highfield Road for the first time since taking compassionate leave, but he would have done well to stay awake for the rest of the first half which did not feature a single effort on target.
Mercifully, the game came to life after the break when Sheffield United were awarded a penalty in the 56th minute.
Jack Lester turned Mo Konjic excellently on the edge of the box and the giant Bosnian defender pulled the striker down.
Lester stepped up to convert the kick for his ninth of the season, though keeper Gavin Ward was unfortunate as he got a hand to the ball.
The Sky Blues drove forward and Suffo continued his poor shooting form with an effort that hit the top tier from 18 yards.
Michael Tonge came close to doubling United's lead on the hour mark with a free-kick that had the away fans on their feet but it had scraped into the side netting.