The new boss of Rovers U23s is a firm favourite among supporters of the Sky Blues after two successful spells with the club.
And McSheffrey says although Rovers were beaten on their last trip to face Coventry, they showed the way to hurt Mark Robins’ side.
Coventry have won all their games since shifting their home to Birmingham City's St Andrews in the summer.
But McSheffrey says Rovers have nothing to fear and certainly have the players to become the first side to beat City in the league this term.
“I feel we’ve got enough to go there,” the 37-year-old said.
“I think last year we went to the Ricoh and lost 2-1 but outplayed them in the second half and cut through their midfield.
“I think we've got the midfielders to do that.
“And at the top end we’ve got those clever players in Kieran Sadlier, James Coppinger and Jon Taylor and Niall Ennis as well.
“If you’ve got the quality of Ben Sheaf and Ben Whiteman to play those passes, I think we can cause them all sorts of problems in those dangerous pockets.”
McSheffrey scored 64 goals in 266 appearances for Coventry over two spells after coming through the ranks.
So he was the ideal choice for scouting missions on his former club for Rovers boss Darren Moore.
“I’ve been and watched a couple of their games for the manager, against Blackpool and Burton," he said.
“Listen, they play the way the fans like. They play out.
“They don’t see it as risky play because they trust those players on the ball so it’s not a risk to them.
“Similar to us, they’ve got players who can handle the ball and deal with the football.
“They are good. They’ve started well and they’ve got threats all over pitch.”
McSheffrey has been impressed with what Moore has managed to do with Rovers since his appointment in July.
Moore brought previous U23 manager John Schofield closer into the first team coaching set-up, paving the way for McSheffrey to take on a more prominent role.
He admits he would have loved to have been a part of the current playing squad, given the style of football Moore has implemented.
“It'd have been nice," he said.
“I'd have liked a longer playing career at this club but injury prevented that.
“I think the manager has got a good group that all want to learn and buy into it, even if you’re 35 or 21,
"I think we play the right way and it's looking good so far.”