The 30-year-old Argyle was a legend at Home Park and was even voted in to Plymouth team of the century by the club's supporters.
Wednesday and Plymouth agreed a fee yesterday, believed to be around £100,000 for the player has signed a three-year contract at S6.
Dublin-born Coughlan started 177 league games in his four seasons on the south coast after Sturrock signed him from Livingstone and scored a mighty 26 goals in that time for The Pilgrims.
Sturrock now has a big decision to make to find his preferred central-defensive partnership, with Lee Bullen, Graeme Lee, Patrick Collins, Richard Wood and new boy Drissia Diallo all vying for a spot which will be most likely alongside Coughlan.