Chris Gunnery scored in the 4th and 12th minute with Neil Kitching adding a third in the 23rd minute.
On the stroke of half-time, Luke Keen added hit the fourth before Gunnery completed his hat-trick six minutes in to the second half.
Sphinx were struggling for available players but pulled one back through Chris Daffern two minutes from time.
The Sphinx Drive side complete their home fixtures on Saturday when they take on Cradley Town.
This afternoon, Coventry Sphinx Reserves lost 2-0 at Banbury United.