But this Saturday's play-off final against Luton at Wembley offers their fans a chance to dream again.
To get the spirits raised, we looked back at the Sky Blues recent trips to Wembley - 2018 against Exeter and 2017 against Oxford - and found these photos of fans enjoying the moment.
Let's hope they will be doing the same on Saturday....
1. Coventry City vs Exeter City (2018)
Fans arrive outside the stadium prior to the Sky Bet League Two Play Off Final between Coventry City and Exeter City at Wembley Stadium on May 28, 2018 Photo: Jordan Mansfield
2. Coventry City vs Exeter City (2018)
Fans pose for a photo as they arrive outside the stadium prior to the Sky Bet League Two Play Off Final between Coventry City and Exeter City at Wembley Stadium on May 28, 2018 Photo: Catherine Ivill
3. Coventry City vs Exeter City (2018)
Construction cranes can be seen as fans make their way past the Bobby Moore statue before the Sky Bet League Two Play Off Final between Coventry City and Exeter City at Wembley Stadium on May 28, 2018. Photo: Catherine Ivill
4. Coventry vs Exeter (2018)
Fans arrive outside the stadium prior to the Sky Bet League Two Play Off Final between Coventry City and Exeter City at Wembley Stadium on May 28, 2018. Photo: Jordan Mansfield