It marked the end of a five-game winless streak for the Sky Blues and propelled them four points above the relegation zone in the competitive Sky Bet Championship. This victory came in only Lampard's second game as manager, showcasing his immediate impact on the team.
Millwall were without several key players, including Romain Esse and Josh Coburn, and could not pose enough of an attacking threat as their nine-match unbeaten run came to an end.
The home side thought they had taken the lead in the 12th minute when a Joe Bryan corner from the right got caught in the strong wind and went straight in.
However, the goal was ruled out as Lions striker Macaulay Langstaff was penalised for a foul on Coventry goalkeeper Brad Collins.
TrendingIt was the only moment either goal was threatened in what was a soporific opening half-hour that did little to warm up those watching on.
It took 34 minutes for Coventry to even have a hint of an opening, which quickly came and went thanks to Jack Rudoni's heavy first touch from Tatsuhiro Sakamoto's dangerous cut-back.
A good move from the Lions soon after led to Femi Azeez feeding Langstaff in the area but he blazed his shot wildly over the bar.
The Sky Blues almost snatched the lead before half-time when Rudoni's header from Milan van Ewijk's cross was tipped over by Lukas Jensen.
There was still time for Duncan Watmore to fire a long-range shot over the bar for Millwall before the whistle blew with both teams knowing they needed to improve in an attacking sense after the break.
The clearest chance of the match so far came in the 58th minute when Victor Torp's cross fell for Mason-Clark, who struggled to get the ball out of his feet before his shot was blocked by Jensen.
But the former Peterborough man was able to make it two goals in two games under Lampard five minutes later when he steered a back-post volley from Rudoni's cross in off the underside of the bar.
Coventry threatened to double their lead when Mason-Clark played Rudoni in and although he was forced slightly wide, he was able to force Jensen into a save.
Millwall continued to huff and puff at the other end, with Langstaff again unable to trouble Collins with an effort from the corner of the area.
The Sky Blues came within a whisker of a more comfortable finale to the game when Bobby Thomas thudded a header from Rudoni's corner against the post but they held out for a much-needed three points.
Millwall's Neil Harris:
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Coventry's Frank Lampard:
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