Brandon Thomas-Asante bagged the only goal of the tie just before hour mark, when his deflected strike looped into the back of Matt Ingram’s net.
Des Buckingham made eight changes to the side which lost late on at Blackburn Rovers, with only defenders Ciaron Brown, Peter Kioso and Sam Long retaining their place in the starting line-up.
Long made his 250th appearance in United colours, playing at centre back alongside Brown.
The returning Cameron Brannagan, absent from the Rovers defeat due to illness, took the captain’s armband.
Prior to kick-off, there was a well-observed minute’s applause for former England manager Sven-Goran Eriksson, who passed away this week.
The Sky Blues edged the play in the first half, enjoying the better of the chances that were carved out.
Ephron Mason-Clark, playing off the right wing, cut inside and saw a shot deflect out for a corner, from which Liam Kitching crashed a header off the underside of the crossbar.
Kasey Palmer then sent a low left-footed strike wide from 25 yards, while Norman Bassette was played down the left channel of the penalty box, and thwarted by a comfortable stop from Ingram.
Greg Leigh headed wide at the near post from a Josh McEachran corner with 17 minutes on the clock.
Palmer continued to be the danger man, and he darted into space, before smashing a right-footed effort off target.
The U’s then needed two great bits of defending to deny the Sky Blues goalscoring opportunities.
Firstly, Josh McEachran made a wonderful interception to get in the way of Bassette just as he looked to get an acrobatic touch in the six-yard box.
Minutes later, Long made an excellent tackle on Bassette, as the hosts launched a potentially dangerous one-on-one situation from a counter-attack.
Mason-Clark again came inside onto his left foot with two minutes to go in the first half, and arced a shot off target.
The half ended with chances at either end, as Dane Scarlett shanked a shot high and wide, before a nice move from the home side resulted in the dangerous Thomas-Asante prodding wide from a left-sided cross.
Jamie Allen drilled a shot from outside the box wide nine minutes into the second period, but took the lead three minutes later.
Thomas-Asante collected the ball 20 yards out, and directed an effort at goal, with the strike looping up off Kioso and over Ingram into the back of the net.
Buckingham almost instantly made a triple change, bringing on Will Vaulks, Idris El Mizouni and Tyler Goodrham for McEachran, Brannagan and Owen Dale respectively.
Mason-Clark showed wonderful skill approaching the final quarter of an hour, when he flicked the ball over his head and then span into space down the left, with his ball across the six-yard box forcing Ingram into action, before United cleared their lines.
Ingram was called upon twice in the space of a couple of minutes, producing wonderful saves on both occasions.
The first one saw him tip wide a Thomas-Asante header which looked destined to nestle inside the near post, and after Ruben Rodrigues replaced Malcolm Ebiowei, Ingram pushed wide a driven effort from Sky Blues substitute Victor Torp.
In the closing stages, two U’s substitutes almost linked up for a leveller, when Goodrham crossed for Harris, who was inches away from making contact inside the box.
Five minutes of stoppage time were signalled, and Vaulks fizzed a strike across goal and wide after the ball fell to him outside the box following a corner.
United though were unable to find the equaliser required to send the tie to a penalty shoot-out.
Coventry City (4-2-3-1): Wilson; Latibeaudiere (van Ewijk 63), Thomas, Kitching, Dasilva; Eccles (Torp 63), Allen (Sheaf 73); Mason-Clark, Palmer (Rudoni 90+4), Thomas-Asante; Bassette (Sakamoto 63).
Unused subs: Collins, Simms, Wright, Bidwell.
Booked: None.
Oxford United (4-3-3): Ingram; Kioso, Long, Brown, Leigh; Sibley, McEachran (Vaulks 61), Brannagan (El Mizouni 61); Dale (Goodrham 61), Scarlett (Harris 83), Ebiowei (Rodrigues 76).
Unused subs: Eastwood, Golding, Currie, O’Donkor.
Booked: None.
Referee: Will Finnie (Bedfordshire)
Attendance: 11,808 (TBC away)