The Jamaican centre-back has been linked with a move away from the Gtech Community Stadium all summer after playing a limited role last season under Keith Andrews.
The 33-year-old joined the Bees 2019, and went on to make a total of 216 appearances for the Bees, scoring 12 times.
He was also part of Thomas Frank's squad which secured the club's first-ever Premier League promotion in 2021 and moves on with less than a year on his contract in west London.
"I'm really excited to join Coventry City and continue my footballing journey with this great club," he said.
"After 25 years, the club are back in the Premier League, and I know how much it means to everyone involved. I can't wait to be part of it."
Pinnock joins former Brentford teammate Frank Onyeka in making the switch from Brentford to Coventry this summer.
Coventry boss Frank Lampard has spent over £100M on new players this summer with Pinnock his 10th signing.