Lampard went into the match with a hugely impressive record over the Canaries, having won three and drawn one of his previous meetings with the club as a manager.
It was the second-most times he had faced any team without losing, second only to Crystal Palace (W5).
However, an astonishing 2-1 defeat means that his unbeaten run against Norwich has now ended.
Coventry were firmly on track to secure a victory when Milan van Ewijk gave them the lead, an advantage that they held until 90 minutes and beyond.
But two goals from Amankwah Forson in the first and fifth minute of injury time saw Norwich claim a valuable three points and leave Lampard's men shell-shocked.
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Speaking to talkSPORT post-match, Lampard said: "It feels harsh on the players.
"They're the ones out there and they did everything great today and they're a good team.
"We dealt with all the things they threw at us until the 91st minute so I'm disappointed for the players and their effort.
"We'll have to get back up and go again because that's the nature of football, but the nature of it is tough to take."
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Victory for Norwich sees them move to 11th in the table, while Coventry sit in 15th spot.
The loss also means that Coventry have now won just one of their last 18 away games against Norwich.
It also means that Norwich's unbeaten run over the Sky Blues now stretches to 10 games having maintained the run since December 2010.
The Canaries rubbed salt into Coventry wounds with a series of delirious tweets, followed by a post which read: "Never in doubt."
Since taking charge of Coventry, Lampard has endured mixed fortunes.
In nine matches, the Sky Blues have won three games, drawn three and lost three in the Championship.
It has seen them move up two places in the table from 17th where they stood when he was appointed.
Coventry will be hoping to push into the top half of the table having reached the play-off final in 2023, losing to Luton on penalties at Wembley.
Last term they finished the season in ninth position in the table under Mark Robins.