The Sky Blues almost drew first blood in the fifth minute when Gary McAllister set up Gary Caldwell, whose well-struck 25-yarder was tipped over by Mike Pollitt.
The warning wasn't heeded and in the 15th minute player-boss McAllister saw a trademark free-kick fly inches wide.
New signing Vicente Engonga figured well with the home crowd becoming frustrated in a lacklustre first period. Finally on the half hour the Millers sprung into life when Chris Sedgwick skinned Barry Quinn and his deep cross was latched on to by Paul Hurst whose effort was deflected for a corner by Caldwell.
Soon after it was 1-0 when a cross from Hurst was nodded across goal by Martin McIntosh, with Byfield stealing in to blast the ball home on the volley from close range.
The Millers held sway up until the break with Alan Lee blazing wide before McIntosh saw his thumping header from a Darren Garner corner well held by Morten Hyldgaard.
After the break the Millers upped the tempo and almost went 2-0 up when a cross from Sedgwick, a constant thorn for Quinn in the second half, was glanced just wide by Garner.
In the 55th minute Coventry had an appeal for a penalty turned down when Chris Swailes tangled with Jay Bothroyd, while at the other end a Curtis Woodhouse centre was put wide by Byfield.
On the hour Coventry, seeking their first away win since December 14, almost drew level when Bothroyd chested down to Dean Holdsworth, whose majestic 25-yarder was tipped over in fine style by Pollitt.
McAllister then rolled back the years with two vintage free-kicks in the space of five minutes with one effort flying just wide and the other bringing a great save from Pollitt.
In the 72nd minute Sedgwick wasted a great chance to make the game safe after turning Quinn inside out when he blazed over.
Eight minutes later the Sky Blues wasted a glorious opportunity to level when sub Christian Yulu set up Bothroyd, who ran out of room after rounding Pollitt when he should have elected to shoot earlier.
And the miss proved costly as the Millers comfortably held out for their sixth home win of the season.