The Sky Blues were outplayed for much of the game and could not even manage to create many chances in the closing stages.
After several near misses Rochdale went ahead in the 32nd minute when Paul Simpson sent David Flitcroft on his way towards the Coventry goal.
Flitcroft passed the ball on to Paul Connor, who stroked the ball past goalkeeper Martin Hyldgaard.
It could have been worse for Coventry as Simpson, Clive Platt and full-back Gareth Griffiths all went close before half time.
Coventry had their moments with Gary McSheffrey bringing a good save out of goalkeeper Neil Edwards and then trying again only to be foiled again by the Dale keeper.
Rochdale had most of the possession and most of the chances throughout the game and the writing was really on the wall for Coventry in the second minute of the second half.
Platt went close before Griffiths headed Simpson's corner into the net in the 47th minute.
That was about the end of it for Coventry, although they did pile on the pressure as the second half wore on.
However, Rochdale soaked up the pressure reasonably although Edwards had to make some splendid saves especially from substitute Calum Davenport.
Sky Blues player-boss Gary McAllister should have done better with a good opportunity as should Dean Holdsworth.
Kept at arms length Coventry showed their frustration late on as they failed to get the better of a stubborn Rochdale defence of ten men.
Rochdale fully deserved their win. They stopped Coventry from moving up a gear and for much of the match it looked as if Rochdale were the Nationwide Division One side.
In midweek Coventry had watched Rochdale put on a dismal show as they were beaten by Lincoln City and this possibly misled the visitors into thinking they were not up against anything very potent. But they were wrong.