The Sky Blues have had a mixed start to the campaign, throwing away a one-goal lead at Preston last weekend to lose 3-2.
"We've got to be more consistent - we've got to learn how to regroup when we get a setback," said Clingan
"We need leaders who are going to organise things when we are struggling and make sure we hold out."
The 25-year-old Northern Ireland international scored a stunning long-range free-kick to give Coventry the lead at Deepdale, and he says it was the product of hard work on the training ground.
"At the end of a session I put up some mannequins on the training pitch, pretend that's the wall and try to get the ball up and over," he said.