The forward had waited all season for one goal and ended up leaving with three - alongside the match ball of course - which were all scored in the first half.
Her goals lifted the Saints back up to second place in the FA Women’s Championship.
Southampton’s promotion dreams are now already beginning to look like a reality.
They have picked up four wins on the bounce, with two coming at St Mary’s Stadium since Sunday.
The loss sees Coventry remain in last place, still yet to pick up a single point in the eight games they’ve played this season.
Story of the Match
Southampton came in with flaming hot form, winning their last three games and being unbeaten in six league games.
Coventry had actually kept a clean sheet in a cup fixture between the two sides in October, where United won 2-0.
But there was no chance of that happening here.
The Katie Wilkinson show was afoot as Southampton set ablaze within just 25 seconds.
She jumped on a loose ball, intercepting it to create her own chance as she drove forward up the pitch.
The 27-year-old re-adjusted her feet and fired it home from just outside of the box with a low-driven finish.
It was the forward’s first goal of the season, but definitely not her last of the evening.
Frustrations grew for Coventry from this point on.
Just twelve minutes in and they had their first booking.
Alanah Mann was shown a yellow card for stopping a Megan Wynne counter-attack, and while there wasn’t much contact in it, it was enough for the referee to take the Coventry number two’s name.
A long spell of Saints dominance saw them riddle the Coventry goalposts.
Their clutch on the game started with defence from the front, helped on by the phenomenal pressing partnership of Ella Pusey and Wilkinson.
Wilkinson’s efforts resulted in a chance in the 33rd minute, where her press saw Pusey get through on goal - but her tight-angled effort was hit just past the far post.
Minutes later as the clock hit 38, Southampton were 2-0 up.
Pusey found herself forcing yet another mistake from the Coventry back-line.
Her tireless running led her to block an interception, giving her space at the byline to square the ball towards Wilkinson on the penalty spot.
The English woman’s first effort was hit straight at Eleanor Heeps but the Coventry keeper couldn’t hold the ball.
Wilkinson didn’t miss with the second attempt, going for placement over power as it trickled into the back of the net.
And in the 42nd minute, the floodgates well and truly opened.
An inch-perfect through ball was placed diagonally through the two Coventry centre-backs and out wide.
The ball was then whipped across the floor towards the back post, where Wilkinson sprinted onto the end of it to smash her third goal of the evening into the net.
Her teammates bundled towards her, and she didn’t hesitate to celebrate after any of her three goals against her former club.
The score stayed 3-0 after two minutes of stoppage time saw the first half come to an end.
Coventry started the stronger team in the second half.
A corner fizzed in deep was met with the head of Jodie Bartle, but her header was blocked.
The ball dribbled across the goal-line but was cleared without any further contact.
Southampton survived the odd scare, and the 2,223 home fans in attendance urged the team on at St Mary’s.
A cagey second half was only re-invigorated by the individual brilliance of Ella Pusey.
She didn’t stop running once, but her efforts were not rewarded with a goal as she missed a couple of big chances.
The forward uncharacteristically spent too long over a one-on-one chance and hit it at the keeper, and also skied a close-range header.
It was surprising not to see her score, with Pusey picking up goals in both of her last two appearances.
Southampton’s rock-solid midfield four rounded off another win in what now seems to be routine fashion.
Player of the Match - Katie Wilkinson
Who else but Wilkinson?
After a solid performance against Sunderland last Sunday, the forward got goals to her name this time out and was a constant annoyance to the Coventry backline.
She terrorised the centre backs - Megan Alexander and skipper Jodie Bartle.
Wilkinson is one of many creative outlets in a Saints side that just can’t seem to stop scoring goals.
She opened her account after moving to the south coast in the summer, and the 27-year-old is bound to continue bagging for Southampton.