The Stones - who had already seen off EFL sides Barrow, Stevenage and Ipswich Town - were blown away by the rampant Blues.
Ellis Simms hit a first-half hat trick for the Championship side before a late double from Fabio Tavares rubbed salt in the wounds.
It might be over for the Vanarama National League South play-off hopefuls, but their boss said their run will live long in the memory.
"I'm immensely proud," a beaming George Elokobi told ITV's Becky Ives. "First of all, big congratulations to Coventry. I wish them all the very best for the next round.
"How can I not be proud of our community? How can I not be proud of our players? They gave it their all today and that's all we ask.
"They ran and fought. It wasn't enough, we understand but these are the moments we live for in football.
"When you galvanise as a community, this is what can happen in football. FA Cup magic is still alive.
"It's given us moments that we can look back on and savour and that's a fantastic achievement in itself."