Northwestern lost to the Huskers 66-65 in its opening game of Big Ten play and were coming off a loss to No. 22 Purdue 90-65 on Thursday.
The game saw eight ties and 14 lead changes.
Tied at 51 with 7:54 remaining, neither team scored until Coffey's free throw with 4:23 left. Nebraska's Emily Cady broke the field goal drought at the 3:53 mark for a three point lead.
Knotted at 57, Maggie Lyon made a basket and Christen Inman nailed a 3-pointer to give Northwestern a 62-57 lead with 31 seconds left.
Inman had 12 points for Northwestern (13-7, 3-4) and Ashley Deary added 10 points and five assists.
Tear'a Laudermill led Nebraska (13-5, 3-3) with 18 points, Cady had 12 and 10 rebounds.