Man of the match, Sean St Ledger, scored the all-important goal after 21 minutes when Darren Carter's right-wing corner was taken short to Paul McKenna.
He passed the ball back to Carter who hit an inch-perfect cross to St Ledger who was running in from the left to head home from six yards into the keeper's bottom left-hand corner of the net.
It was his first goal of the season, second goal for Preston and third goal of his career.
Carter, seven minutes later, hit over a similar cross and St Ledger again had a six-yard header which was saved by the Coventry keeper.
Isaac Osbourne had a 25-yard right-foot shot from the left channel saved by Preston's Andy Lonergan before Karl Hawley found Chris Brown and his 12-yard right-foot shot was saved by Coventry keeper Dimitrios Konstantopoulos.
Preston captain McKenna then found Brown with a cross and he hit a left-foot volley from inside the penalty area which the keeper saved.
Brown found Simon Whaley just before half-time and his ten-yard right-foot shot from the left of the penalty area was pushed around the post for a right-wing corner by the Coventry keeper.
In the 50th minute, Leon Best had a 25-yard right-foot shot which Preston keeper Lonergan tipped over the bar for a corner.
Sky Blues captain Michael Doyle was on target with a 25-yard left-foot shot from inside the right channel but this was also saved by the Preston keeper.
Michael Mifsud hit a 25-yard right-foot shot which Lonergan dived to his right to save and Hawley had an effort for Preston from 20 yards that was also saved.
McKenna then found St Ledger with a free-kick but the goalscorer's eight-yard header was straight at the keeper.