Rob Sarich had Sheffield ahead on 1.03 and it stayed that way until Luke Fulghum equalised on 22.29.
On 26.48, Ross Venus delighted a big crowd when he fired Coventry in front but Robert Dowd levelled with an empty net tap in after Blaze Net Minder Tom Murdy went behind the net to get the puck which bounced off his stick and fell to the unmarked Dowd.
The Blaze gave it everythng they had but just before the end of the period, Sheffield were level again.
Into the third and the Blaze kept up with their endeavour but Ben Simon made it 4-2 to The Steelers with less than five minutes to go and with seven seconds left, Derek Campbell scored an empty net goal to see the Blaze beaten in their 1,000th game 5-2.
On Tuesday night, The Blaze travel to Braehead Clan and are back in Scotland when they play at Dundee Stars on Saturday before taking on Newcastle Vipers on Sunday.
Picture copyright and courtesy of CJ