Jim Jefferies side are now three points clear at the top of the table, as they look to bounce back to the Premiership at the first time of asking.
After a goalless first half former Chelsea defender Andy Myers (pictured) broke the deadlock after 49 minutes when he nodded in an Ashley Ward flick to give the home side the lead.
The Bantams then doubled their advantage five minutes later through Scottish international Gary Locke, Coventry keeper Magnus Hedman, who had a superb game, produced a great save from Gareth Whalley's effort, but Locke followed up to make it 2-0.
Coventry pushed forward looking to get back into the game and Jay Bothroyd supplied Gordon Strachan's men with a lifeline after 76 minutes.
The 19-year-old grabbed his first goal for the club since his move from Arsenal last season, when he raced through from midfield to slot the ball past Gary Walsh on the edge of the area.
However, Coventry's hopes of getting back on level terms virtually vanished when Lee Hughes was sent off for a second bookable offence with just 10 minutes left.
Bradford then sat back and soaked up what little Coventry pressure there was in the latter minutes to seal their victory.
Afterwards Jefferies could not contaibn his joy as his side's brilliant start.
"I would have been quite happy if we had taken seven points, but to get nine is a terrific start," said the Scot.
"Psychologically we have won a derby game against Barnsley, beaten one of the Premiership sides from last year and won a difficult opening away fixture at Portsmouth.
"But the secret for us is to make sure we don't have an serious injury problems throughout the remainder of the season.
"Another key factor is that we learnt valuable lessons from this game, in particular how to handle pressure when teams come at us.
"This was one match where we really had to be up for it on the night because it was more like a cup tie, and we knew after Coventry's defeat on Sunday they dare not lose again.
"At 2-0 we were so much in control. But just as we are coasting we are then put under pressure, but we stood firm and showed we could handle it."
For match summary click below:
Bradford 2 Coventry 1
Click here for Divison One table
