Coventry manager Chris Coleman admitted watching his side come within one goal of relegation from the Championship was the most agonising 90 minutes of his career.
City had arrived at Charlton knowing victory would make results elsewhere irrelevant but were outplayed at The Valley, where Luke Varney, Andy Gray, Grant Basey and substitute Chris Powell - who was playing his last game in an Addicks shirt - were on the score-sheet in a 4-1 win.
City had just a Michael Mifsud strike to show for a desperately poor 90 minutes and the 3,000 fans who had travelled down from the midlands waited anxiously for confirmation they had escaped the drop.
Saints and Sheffield Wednesday both won to push Coventry to the brink and had Leicester scored at Stoke then City would have gone down in place of the Foxes.
Coleman said: "I'm relieved. We have been in a relegation battle for three or four months and now it is finally over. But that's not the way to secure your place in the Championship with a 4-1 defeat.
"The players weren't celebrating in the dressing room. None of us were. We were exhausted and disappointed.
"I'm delighted we have stayed up but not in the fashion we did.
"I believe Leicester hit the post and the bar and that's how close we have come to slipping out of the league.
"It was agony. It was the worst day of my career - and we never even got relegated. I never want to experience that again.
"I'm relieved we stayed up but disappointed with the result.
"I felt sorry for the fans. Our away support has been amazing but that wasn't the way to thank them.
"I am delighted to be staying up, don't get me wrong, but I have a lot of hard thinking to do now."
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