The 27-year old had only joined the Sky Blues in January on a 18-month deal from Yeovil Town after he joined on loan for the club in November 2013.
During his time at Coventry, he made 24 appearances and scored one goal.
The club announced on their website, in a brief statement, “Dan leaves with the club’s best wishes for the future.”
Coventry manager Steven Pressley has also told the club website that he is looking for a defender and striker, “There are around two or three strikers we’re really interested in and we will monitor them over the next few weeks. “