A Julian Joachim brace and goals from Eric Deloumeaux and Gary McSheffrey saw Millwall's historic week end on a low.
A close-range shot from Joachim put the FA Cup finalists on the back foot after six minutes before Deloumeaux headed home to double the Sky Blues' lead.
Joachim tapped in for his brace before Barrett made it four from the spot after Matt Lawrence fouled Joachim.
David Livermore fired wide for Millwall before half-time and John Sutton also missed an easy chance for the Lions.
Millwall had arrived at Highfield Road unbeaten in eight games but without player-manager Dennis Wise and skipper Kevin Muscat in their side they delivered a muted display.
Joachim converted from close range to put Coventry in front after Bjarni Gudjonsson swung the ball in for Muhamed Konjic, who knocked it back to the former Leicester striker.
Tim Cahill connected with Robbie Ryan's free-kick but his effort hit the woodwork, and instead of equalising the Lions quickly found themselves two goals down.
Gudjonsson sent over a corner and Deloumeaux headed across goal and into the net to open
his goalscoring account for the club.
Millwall made all their three substitutions at the break with Andy Roberts, Mark McCammon and John Sutton replacing Ryan, Cahill and Neil Harris.
After 10 minutes of the second period Sutton, brother of Celtic striker Chris, could have reduced his side's arrears but headed Peter Sweeney's corner into the hands of goalkeeper Scott Shearer.
A mix-up in the Millwall defence saw Joachim slide in to tap the ball home for his 11th goal of the season.
McSheffrey was sent on midway through the second half and three minutes from time netted his 20th goal of the season with a well-struck penalty.
Coventry: Shearer, Whing, Konjic, Davenport, Staunton, Barrett,
Gudjonsson, Deloumeaux, Warnock, Joachim, Olszar. Subs: Ward,
Doyle, McSheffrey, Lowe, Kerr.
Millwall: Marshall, Dunne, Lawrence, Ward, Ryan, Elliott,
Sweeney, Livermore, Cahill, Harris, Chadwick. Subs: Gueret,
Roberts, Sutton, McCammon, Hearn.
Referee: B Knight (Kent).