Micky Adams' arrival at Highfield Road and the signings of Trevor Benjamin, Shaun Goater and defender Robert Page have given the Sky Blues a much greater physical presence and aerial threat.
Megson said: "It is a massive game, even more so after the Crewe result.
"At Coventry we are going to have to deal with more of the kind of football we saw in the second half at Crewe.
"We certainly have to do better - otherwise we will get a beating."