Yeovil recorded a sixth straight league victory thanks to Paddy Madden's first-half strike - his eighth goal in the last five matches - while Coventry substitute Stephen Elliott hit the crossbar for the home side.
Robins said: "We just need that extra bit of quality now, somebody to put their foot on the ball, somebody to find a pass because things have changed.
"You can see that teams are coming here and parking the bus in front of the goal and we have to be cleverer and we have to work harder to find a goal.
"We don't work hard enough to score a goal.
"It's embarrassing. As a striker in any division you are paid to score goals and you have to work harder to score the goals, nobody is going to give them to us, especially at this stage of the season.
"They were a point ahead of us before the game with two games in hand and it is important that we don't become nearly men. We have done so well to get where we are, but you have got to finish it off."
Madden showed great composure to put Yeovil in front in the final minute of the first half as the Glovers broke at pace when Coventry striker Leon Clarke missed a one-on-one at the other end.
The Sky Blues threw everything at Yeovil in the second half, Elliott hit the crossbar while Carl Baker had a number of chances.