The Sky Blues have not lost in their last 12 home matches and ensured another miserable afternoon of late for Neil Warnock's promotion chasers who have won only one of their last seven matches as the race for a top-two finish simmers towards boiling point.
With Leeds breathing down their necks Warnock's side were sent reeling with two quality strikes either side of a concerted spell of first-half pressure from the visitors.
McSheffrey nipped in to grab a fifth-minute lead for the Sky Blues after skipper Chris Morgan's blunder and Adebola swept home a fine second in the 32nd minute to stun the Blades, who were later indebted to goalkeeper Paddy Kenny for superb saves before the break that denied both Adebola and Stern John.
Coventry manager Micky Adams made just one change with striker McSheffrey returning from suspension in place of Andy Morrell.
Veteran defender Craig Short started for the Blades in place of Leigh Bromby, whose season is over due to knee ligament damage, Alan Quinn (ankle) was replaced by Nick Montgomery and Neil Shipperley returned up front in favour of Keith Gillespie.
But the visitors were rocked early on when McSheffrey cashed in on a mistake by Morgan, who misjudged his header back to Kenny, allowing the forward to race in and lob his 14th goal of the season.
United responded with Webber sending a shot fizzing wide and the visitors began to make inroads midway through the first half.
Shipperley fired narrowly over the crossbar from Phil Jagielka's cross and then forced a smart save from Marton Fulop with a header from Garry Flitcroft's ball.
But City soaked up the pressure and caught Warnock's side with another stunning counter-punch.
Marcus Hall was played in down the left and his low cross was despatched first time by Adebola for his 10th of the season from 12 yards.
Shell-shocked United were in danger of falling apart. McSheffrey's snap-shot following Dennis Wise's corner was brilliantly turned away by Kenny, who then denied Adebola and John in similar fashion.
Warnock replaced Flitcroft with Rob Kozluk at the interval and the Blades immediately set about reducing the deficit, Montgomery's shot was blocked by former Blade Robert Page and Jagielka fired wide from 20 yards.
Kozluk then saw his shot from the edge of the area blocked by Andrew Whing as United swept forward, but although they monopolised possession, the visitors' final pass let them down and with 25 minutes remaining Warnock sent on Steve Kabba for Ade Akinbiyi.
Jagielka wasted a gilt-edged chance soon after, dragging his shot across goal when sent through by Montgomery as Coventry held firm.
Journeyman forward Geoff Horsfield replaced Shipperley with 17 minutes left, while a tiring McSheffrey made way for Don Hutchison.
City goalkeeper Fulop plucked a dangerous Armstrong cross out of the air in fine style and then held Derek Geary's 25-yard shot.
But for all of their huffing and puffing the Blades failed to carve out another clear-cut chance.