Preparations for the third round tie had centred around making a positive start against the League One side and the players delivered in style.
Clint Dempsey scored the all-important first goal after 12 minutes and after a number of chances, quickfire back-to-back goals from Gareth Bale and Clint again put the tie to bed by half-time.
We went close to adding to the scoreline in the second half without hitting the heights of the first half display as the Sky Blues held firm in front of their vocal travelling support.
But it was a job well done and we go into the hat for the fourth round draw on Sunday, 3.30pm on ITV.
"It was exactly what we spoke about, that we needed the right attitude, to start well against a lower league team at the Lane," said Assistant Head Coach Steffen.
"We knew they would drop deep and defend well, but we didn’t give them a breather in the first half. We put them under pressure, created chance after chance and of course, an early goal will always help as well.
"I must say, the first 20 minutes particularly were outstanding. As a coach, when you see a team perform so well, you can enjoy watching."
The return of Benoit Assou-Ekotto (his first start since September) and first start of the season for Scott Parker were further positives, as was keeping another clean sheet.
Brad Friedel was only seriously tested once and produced a fine reaction save to keep out William Edjenguele's header in the second half, Coventry's best chance.
"When you are 3-0 up at half-time, the opposition has nothing to lose, they will come out and try and score a goal," added Steffen.
"We kept a clean sheet as well and it wasn’t easy. Coventry are strong away, they have a good away record, seven wins in the league, so to keep a clean sheet in the second half was good for us as well."
Just to remind fans, QPR's draw against West Brom on Saturday means that our Premier League fixture at Loftus Road, scheduled for Monday, January 14, will now take place on Saturday week, January 12, kicking-off at 12.45pm.