The one-time St Andrew's star may have ended his spell as nothing more than a squad man, but he's taking the positives out of his Blues career.
"I'll look back fondly," McSheffrey told the Birmingham Mail. "Leaving Coventry was a big move but straight away that decision was made right because we gained promotion and I had what was probably the best season of my career.
"Then to play 30 games in the Premier League the next season is where every player wants to be. So to come back to Coventry with 40 Premier League appearances under my belt and two promotions, I can't look back on my career and be bitter or sour about it.
"I can just say that my move to Birmingham was great for me and I'm grateful to them.
"But that's in the past now and I look forward to my future with Coventry."