Both teams started equally having their fair share of chances, however it was Coventry's Olivia Fergusson who opened up the score line in the 10th minute following a mistake by the Palace defence.
The goal provided Coventry with a confidence boost as they continued to be the dominant side, however they were unable to find a second goal.
Palace’s first opportunity come from No.15 Sophie McLean's sensational shot from outside the box, however it was deflected off the bar.
The clash was set for Coventry to head into the break leading, but Kirsty Barton had other ideas and slotted the ball past 'keeper Olivia Clark to level up the score line going to half-time.
The Eagles started the second-half brightly, with Coral-Jade Haines nearly making an instant impact just minutes into the game, however her shot was safely met by the keeper.
United continued to apply the pressure however it was Gracie Pearse who broke the deadlock in the 52nd-minute, giving Palace the all-important lead.
A short four minutes later and Coventry responded, Fergusson crossing an excellent ball into the box which was met and headed in by Naomi Hartley.
Both teams again continued to have equal chances until Siobhan Wilson’s shot on target flew off the post and into the back of the net to hand Palace the lead again.
There was a dramatic ending to the game with Coventry scrambling to pull back a last-minute equaliser. Their Captain Katie Williams came extremely close from a header which hit the post followed by a quickfire shot blocked on the line by Katy Morris.
The final whistle blew very shortly after, securing the Eagles a huge three points on the road, moving them onto eight from their opening six games.
Their next FA Women’s Championship fixture sees them travel to Watford on 31st October.
Crystal Palace: Orman, Johnson, Pearse, Waldie, Everett, Barton, McLean, Haines (Cowan 80), Baptiste, Wilson (Nicol 80), Sharp (Farrow 61)
Subs not used: Morgan, Churchill, Coombs
Coventry: Clark, Mann, Hartley, Johnson, Orthodoxou, Toussaint, Green (Morris 60), Estcourt (Warner 74) , Fergusson, Wilkinson, Hardy
Subs not used: Chandler, Crackle, Morris, Whiteman