Kyle Walker-Peters opened the scoring after his long-range effort was deflected off Che Adams, minutes after Coventry striker Haji Wright had slipped and missed a penalty kick.
Adams scored his 12th goal of the season 20 minutes later, turning home from close range after a Taylor Harwood-Bellis header across goal.
Play-off chasing Coventry were unable to launch a comeback, despite a second-half Jake Bidwell goal.
Wright had the chance to give the Sky Blues an early lead from the penalty spot, but he slipped on his final step and the ball hit the bar.
Mark Robins’ side missed a big opportunity to move closer to the play-off spots – they are now five points behind sixth-placed Norwich City.
Southampton appeared to have stumbled in a vital moment in their promotion chase, drawing with Blackburn Rovers and Middlesbrough and losing to Ipswich Town in a run of two wins in seven games.
Russell Martin’s side found a much-needed victory, however, after a solid first-half showing.
Walker-Peters scored from outside the box with a fine finish before Adams struck with a typical poacher’s goal.
Adams was perfectly placed as Harwood-Bellis’ header found the Scotland international inside the six-yard area, after a cross from the right.
With the win, which extends a 16-year winning run over the Sky Blues, the Saints are now nine points off third-placed Ipswich, with a game in hand.
“I thought we played some great stuff, we played with real energy in the first half, and should have scored a few more.
Discover more from SuperD24
Subscribe to get the latest posts sent to your email.