Knights successfully overcame a two-point deficit in the away leg at Cornish Pirates in the previous round.
But they will face a stiffer task at Butts Park Arena on Sunday after a mediocre performance in their first meeting with Coventry.
Coventry were sharper, more competitive and creative and fully deserved to win by five tries to three.
They left South Yorkshire with a healthy lead which may well take them through to the semi-finals.
Knights, following their worst first half performance this season in which they were outplayed apart from a thrilling try by winger Maliq Holden, recovered strongly in the second after being behind 21-5.
At last, Doncaster’s forwards won possession and territory and threatened Coventry’s control.
Holden added a second try on 50 minutes and, soon afterwards, fly half Sam Olver struck a penalty making it 21-15.
However, Coventry flanker Fred Betteridge fought his way over for his second try and, following the conversion, Coventry still led 28-15.
Doncaster’s pack then applied fierce pressure and were rewarded by a try from forward Thom Smith and Olver’s conversion slashed the gap to only 28-22 in the 70th minute.
But any glimpse of a late Doncaster victory was killed when Coventry intercepted a pass, allowing replacement winger Tom Emery to dash 50 metres for his team’s fifth try and with it a decent advantage going into the second leg.