Two first-half goals virtually settled the game with Coventry spurning chance after chance to add to their tally.
Even more than the result, the performance must have left Megson wondering how to change things around and he said afterwards: "We're in a huge amount of trouble. Not only did we lose the game, lose two goals and not score - more importantly we lost the supporters.
"Four thousand people came to see us and by the end they were being ironic and sarcastic and you can't blame them.
"All we can do on behalf of everybody out there is just apologise, as it was totally unacceptable."