A Mark De Vries double made it a miserable return to the Walkers Stadium for Micky Adams.
It was a quickfire double from big Foxes striker De Vries that sunk Coventry, who had taken the lead through Gary McSheffrey.
The early exchanges were fast and furious but neither side was able to create any clear cut chances. There was anxious moments for the home defence when McSheffrey went down when challenged by Dion Dublin but the referee waved their penalty appeals aside.
Coventry threatened again on 21 minutes when a mistake by Richard Stearman allowed Michael Doyle to deliver a dangerous cross but Patrick McCarthy was on hand to clear.
But Coventry went in front on 25 minutes when Dele Adebola took advantage of space given to him on the right to cross from the by-line for McSheffrey to power home a rising right-foot shot from six yards.
Leicester squandered a wonderful opportunity on the half hour mark when after a rapid break, Momo Sylla fired straight at the keeper when a better option would have been to pass to De Vries who was in an unmarked position 12 yards out.
Clayton Ince was the busier of the keepers blocking shots by Iain Hume and Joey Gudjonsson before plucking a De Vries header from just beneath the bar.
After Hume had driven straight at the goalie from 14 yards Leicester levelled on the stroke of half-time when a half cleared ball was hooked back in by Stearman and nodded on by Sylla for De Vries to head home from five yards.
And within moments of the restart Leicester had the lead when Sylla's inswinging corner picked out De Vries and although Ince got a glove to the ball he was unable to keep it out.
On the hour mark Ince did well to block Hume's 14-yard drive and moments later the same player dragged an angled shot just wide of the far post.
Sylla was finding plenty of space in which to ply his trade and it was from another of his passes that Ince had to be at his best to turn away Gudjonsson's 15-yard drive.
Rab Douglas was called into action ten minutes from time when he palmed away substitute Andy Morrell's downward header, but it was Leicester who dominated to the end.