The Owls went into the game in poor form, having won only one of their last six games, while conversely, Coventry had lost just one of their previous six matches.
Yet it was Wednesday who started brightly and a home victory never looked in doubt after goals from Darren Purse and Leon Clarke put Brian Laws' side ahead inside the opening 18 minutes.
Purse opened the scoring in the fourth minute when he headed home Darren Potter's inswinging corner and Clarke doubled his side's advantage from the penalty spot after Elliott Ward had brought down James O'Connor.
Coventry offered little in reply and their afternoon was further soured when Aron Gunnarsson picked up a serious-looking injury following a challenge by Clarke.
Wednesday boss Laws made three changes to the side beaten 3-0 by Derby prior to the international break.
Luke Varney replaced Marcus Tudgay in attack, while Jermaine Johnson and Mark Beevers also started in place of Etienne Esajas and Richard Wood.
Chris Coleman also made three changes to his Coventry side, with Ben Turner, Isaac Osbourne and Michael McIndoe coming in for Martin Cranie, Sammy Clingan and Freddy Eastwood.
It took Wednesday just four minutes to take the lead. Potter swung in a corner from the left and Purse rose highest to power a header past Keiren Westwood.
There were few other chances early on as both sides struggled in the final third of the field.
However, the Owls doubled their lead in the 18th minute, Clarke making no mistake from 12 yards after Ward had been penalised for a poor challenge on O'Connor.
Coventry looked to rally, but Clinton Morrison and Patrick Van Aanholt both missed the target when they should have tested Lee Grant in the Wednesday goal.
The Sky Blues suffered a further setback 10 minutes into the second half when Gunnarsson was stretchered off with a serious leg injury.
The Icelandic midfielder went down following a nasty challenge from Clarke and there was a lengthy delay before the stricken player was stretchered from the field in obvious pain.
Clarke received a yellow card from referee Colin Webster, while Gunnarsson was replaced by Eastwood - making his 200th career league appearance.
Owls keeper Grant made a fine stop to deny Ward shortly before the hour mark, while at the other end Varney saw a shot comfortably saved by Westwood.
Michael Gray and Clarke both spurned further opportunities to extend Wednesday's advantage, before Coventry midfielder Jack Cork dragged a shot wide from close range.
Cork had another chance with 10 minutes remaining, but his left-footed strike drew a superb diving save from Grant.
And although the visitors continued to press they were unable to breach the Wednesday defence.