Clayton Donaldson gave the Bees a 21st-minute lead with a well-taken goal on the counter attack before on-loan Sheffield Wednesday defender Martin Taylor headed home a Sam Saunders cross in the 68th minute to seal a 2-0 victory for Uwe Rosler's team.
Donaldson and Farid El Alagui could have made the margin of victory greater late on.
City's best chance came when Callum Wilson was denied by Bees goalkeeper Richard Lee moments before Taylor's goal.
It was Coventry's first defeat at Sixfields and sees them remain in the bottom four at this early stage of the season, while Brentford are now within a point of the play-off places.
Pressley said: "You have to give Brentford credit. They were very well-organised and they stifled a lot of aspects of our play.
"We actually started the game really well. I thought we played exceptionally well in the first 20-25 minutes and matched what has been so successful for us this season - the quick passing, the quick pressing - and we looked like we could open them up.
"But once they scored, they came to sit in and make things difficult for us and hit us on the counter-attack.
"We lost our way a bit . We stopped doing what we work towards all the time, our passing became a bit lethargic and we didn't keep passing the tight areas like we normally do.
"In the end we went down 2-0 and on reflection Brentford deserved that but the one thing that disappointed me was the way we lost our spirit. That's not the type of performance I want. In football you are going to lose games and there is a manner to lose them and here we looked like we just accepted that."