Tom Lees' 67th-minute header was enough to hand the Welshman his maiden victory after nine games in charge of the South Yorkshire side.
This moves the Owls off the bottom of the EFL Championship table, and is only their third Hillsborough success in the whole of 2020.
This also puts an end to eight games without a loss for Mark Robins' side.
Story of the match
The Sky Blues opened the chances inside six minutes. Liam Palmer was caught in possession, which allowed Maxime Biamou to break clean through on goal, however, he saw his effort pushed wide by Keiren Westwood at his near post.
The following corner almost provided the opener, after Leo Ostigard rose above his marker, but he could only steer his header poorly wide of the target.
Moments later, a long throw fell to the feet of Biamou, who held off his marker, but he air-kicked his chance, allowing Westwood to pounce on the loose ball.
Coventry enjoyed the early spells of the game, holding onto possession well and threatening Wednesday. However, the home side slowly grew into the contest, with their first chance coming from a 30-yard drive from Barry Bannan which sailed over the bar.
Wednesday’s best chance of the first half fell to Josh Windass on 24 minutes. Kadeem Harris’ surging run into the area ended with the winger pulling the ball back to Windass, who took an extra touch to steady himself, allowing Ben Sheaf to close down and make a superb block.
Windass then was made to rue another effort on the stroke of half-time. Adam Reach swung a dangerous ball into the middle which was headed into the path of Liam Shaw, who propped the ball up for Windass who scuffed wide.
The Owls went close on 50 minutes, with Reach forcing a corner out of Dominic Hyam with an inviting ball to the back post. The corner, taken by Bannan, narrowly missed the heads of Chey Dunkley and Lees in the middle.
On the hour mark, Windass missed another chance to put Wednesday ahead. The forward brought down a bouncing ball into his stride before moving it onto his left peg where he pressed Ben Wilson into a smart save down to his left.
The visitors countered that chance, with Westwood needing to be alert to push Sam McCallum’s cross-cum-shot wide of the target.
The Owls took a deserved lead on 67 minutes. Bannan floated a free-kick towards the back post, which was headed past Wilson by Lees, who netted his first goal in just under a year. The free-kick came from Bannan’s determination to get to a mistake from Wilson, which forced Ostigard into a professional foul.
Westwood then kept his side’s lead intact with an outstanding save with 20 minutes to go. Jamie Allen whipped a free-kick towards the back stick. The delivery was met by the head of Kyle McFadzean, whose powerful header was palmed wide of the Irish international’s left-hand post, and onto the legs of Ostigard who bundled the ball wide.
Windass could have confirmed all three points on the stroke of full-time. The forward was slipped through on goal by Reach’s weighted pass, however, Windass was closed down quickly by the City ‘keeper who blocked the shot.
The full-time whistle was met by a great amount of euphoria and relief from Sheffield Wednesday, who desperately needed this win to begin to regain some form and climb their way out of the relegation places.
Relief for Tony Pulis
Wednesday finally put an end to Pulis’ ‘first-win hoodoo’ after going eight games without a win. As the full-time whistle sounded, a huge weight was seemingly lifted from Wednesday’s shoulders after a tough week.
The onus is now on the side to now push on and begin to mount a challenge for survival. Wednesday have narrowed the gap to four points between themselves and safety.
Wednesday will be encouraged with how they performed, proving to be effective when attacking at times, but they also kept tight when they succumbed to pressure from the Sky Blues.
Ben Wilson’s kicking must improve
Goalkeeper Wilson has been filling in whilst Marko Marosi is out injured.
Overall, Wilson played well, making some smart stops to keep the Owls at bay, however, it was his distribution that heavily let him and his side down. On numerous occasions, the 28-year-old miscued his clearances either out of play or to a position which caused panic.
It was one of his shanked pumps that lead to the only goal of the game, fluffing the ball into an area which forced Ostigard to pull down Bannan and concede the free-kick, which led to Lees’ header.
The defensive performance, though, was mostly solid, with Sheaf and McFadzean playing particularly well.
Man of the match
Joe Wildsmith did well in the 36-year-old’s absence and may feel hard done by to find himself back on the bench, however, Westwood’s performance justified Pulis’ change.
Westwood made some vital stops to aid Wednesday’s victory, with the early stop to thwart Biamou and the save from McFadzean just after the opener were highlights of his performance.
The goalkeeper also seemed to relax and organise the defence in front of him, and his handling was also impressive.