The Sky Blues, seeking to end a 25-year wait for Premier League football, stretched their lead over Middlesbrough and have a 13-point cushion over third-placed Ipswich.
Lampard admitted his free-scoring side were far from their best, but they did enough for the three points thanks to Ephron Mason-Clark's emphatic finish just before half-time.
Liam Cullen and Melker Widell both wasted good chances to equalise in the closing stages, but Coventry held on for an eighth consecutive home win.
"Over the course of the season, there are games you play where everything goes in and others where you have chances, and it doesn't quite drop or go in," said former Chelsea boss Lampard.
"We had chances to get that second goal, but it didn't quite fall. We were not as good today as we usually are off the ball."
Middlesbrough's promotion push stumbled in a 0-0 draw at home to Blackburn.
After winning Kim Hellberg's first four games in charge, they have failed to score in their last two after a 2-0 defeat at Bristol City last time out.
"We have had a lot of good performances over the last period of time, but I think this result was quite fair because we didn't deserve anything more than a draw," said Hellberg.
Ipswich failed to apply pressure to the top two after being held 0-0 at Millwall.
Wrexham came from 3-1 down to beat Sheffield United 5-3 in the game of the day.
Backed by Hollywood stars Ryan Reynolds and Rob McElhenney, the Welsh side are aiming for a fourth consecutive promotion.
A double from Kieffer Moore helped snap a five-game winless run to lift Wrexham to 13th and within five points of the play-off places.
Hull and Preston remain in the play-off places despite being held to draws away at Sheffield Wednesday and Hull respectively.
Bristol City were the only other side in the top six other than Coventry to win, as a 2-1 victory at West Brom piled more pressure on former Tottenham midfielder Ryan Mason.
Leicester slipped to 14th after a 2-1 home defeat to Watford in a further blow to their chances of bouncing straight back to the top flight.