He took advantage when stand-in goalkeeper Andy Marshall fumbled a shot from substitute Keith Treacy.
It was cruel luck on Coventry who made a stirring recovery after Roque Santa Cruz had opened the scoring for the home side in the second minute with a crisp finish.
Aron Gunnarsson pulled the Championship side level with a stunning strike on the hour.
They maintained the momentum and Michael Doyle then gave them the lead 15 minutes later, his effort coming off Samba and looping over goalkeeper Paul Robinson.
Blackburn then threw men forward and Marshall was left distraught. He had replaced Keiren Westwood, who could not complete the warm-up as he was ill.
Centre half Ben Turner withdrew on Friday night but Freddy Eastwood and Elliott Ward managed to play despite feeling unwell.
Coleman refused to blame Marshall for Blackburn's goal and said: "He has not played for a while but he came in and did a fine job.
"It was difficult for him, the last goal. It was a crowd of bodies and he saw it late. There was nothing he could do.
"Keiren could not complete the warm-up. A dozen of them have been sick all night, so it has got to be something they ate yesterday."
While Coleman, who had a spell as a player at Blackburn, was disappointed they could not see the game through, he was pleased with their overall performance.
He said: "The game plan was not to concede an early goal but that went out the window. They were pretty much the dominant team in the first half, so I was happy at 1-0.
"We changed our formation in the second half and we got better and better. I knew the Ewood Park crowd would get nervous if we managed to nick a goal and we put Blackburn on the back foot.
"To be 2-1 up with only a couple of minutes to go, it feels like a defeat. But we have managed to take them back to our place, which is something."
Blackburn manager Sam Allardyce was left cursing the fact his team could not build on their early goal against lower-league opposition.
He said: "I have got no problems with the result. I just have a bit of a problem that we cannot see teams off when we have an opportunity.
"We have started to ship too many goals at Ewood and that is becoming one of our Achilles heels.
"We lost our fluency but we then had a very good goal (by Gael Givet) chalked off and a free-kick given instead which I cannot understand."