Matt Godden’s goal set Coventry on their way to a 3-0 triumph at The Den, as Joe Edwards suffered his first defeat as Millwall manager.
The Sky Blues’ top scorer gave his side the lead midway through a pulsating first half that could have swung either way.
Tatsuhiro Sakamoto and Ben Sheaf made sure of things after the break to secure Coventry’s second away win of the Sky Bet Championship season.
The Lions were in the ascendency during the early stages as Brooke Norton-Cuffy caused chaos from right-back.
The Arsenal loanee whipped a delicious ball into Coventry’s box in the second minute before winning a free-kick in the Sky Blues’ half moments later.
However, it was the visitors who had the first shot on target.
Josh Eccles put Haji Wright through on goal with an excellent pass, but the forward was denied by an even better save from Bartosz Białkowski.
Millwall’s George Honeyman responded with an audacious effort from the right wing that struck the woodwork before Norton-Cuffy’s driven strike from the edge of the box went inches wide of the post.
Despite the early pressure, it was the Sky Blues who broke the deadlock.
Godden tapped the ball into the back of an empty Millwall net in the 30th minute, responding quickest after Wright forced another excellent stop from Białkowski.
George Saville nearly got the hosts back on level terms, but Bradley Collins got down quickly to prevent his low shot from finding the bottom left corner.
Millwall regained control as the half drew to a close but it could have been 2-0 at the break after Eccles’ shot from outside the box forced Białkowski into action once again.
The hosts played some lovely one-touch football around the edge of the box after half-time but Coventry looked incredibly dangerous on the break.
Casper De Norre took the first effort on goal of the second half, but it was always drifting wide and did not trouble Collins.
Duncan Watmore’s low cross almost led to an equaliser two minutes later before De Norre went close with another long-range shot.
However, Sakamoto made it 2-0 in the 66th minute after Jamie Allen’s powerful attempt had been parried directly into his path by Białkowski.
Millwall were desperate to get back into the game but struggled to carve out a clear-cut chance in the final 10 minutes.
Ellis Simms could have scored Coventry’s third with five minutes remaining but his effort was straight at Collins and Wright had an opportunity to score his fifth goal of the season with three minutes left, but Białkowski was his equal once again.
However, it was 3-0 when Sheaf bundled in the resulting corner from close range, wrapping up a morale-boosting victory for Mark Robins’ side.