That loss means that the Manchester United legend has won just one of his nine fixtures in charge of the Championship side.
It's also a defeat that is their eighth in a row on the road.
The Blues were in a strong position when Rooney took charge, with previous boss John Eustace leading the club to sixth place and firmly in play-off contention during the early months of the campaign.
That was after taking charge of the club with Birmingham among the favourites to suffer relegation, with Eustace guiding them to a 17th place finish last term.
With Eustace sacked in October, the hope was that Rooney would help Birmingham to kick on even further, however so far that's not been possible.
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The notable downturn in form wasn't lost on supporters either, with one fan writing: "What a shocker of a decision from the Birmingham City board to get rid of John Eustace and bring in Wayne Rooney."
Another said: "John Eustace must be cracking up at home," while another said: "Eustace for Rooney has to be one of the worst decisions in the 92 this season."
A fourth fan wrote: "Birmingham getting everything they deserve for how they treat John Eustace."
As a result of their defeat to Coventry City, Birmingham find themselves rooted into the bottom half of the Championship table and could find themselves as low as 21st in the table once the other league fixtures have been played this weekend.