Belgrave Road is a LONG road (it's part of the A3213), with LOTS of hotels on it. It's only a 5 minute walk from the coach station to the nearest end but it's a 13 minute walk to the furthest end. Just to confuse things a bit further, Victoria Coach Station is split into two parts, on either side of Elizabeth Street, so you need to take care if loking for the coach station on a map.
From the arrivals part of the coach station, find your way out onto Elizabeth Street, turning to your left as you do so. (You should find yourself facing in the same direction as the traffic is moving along the one-way street).
Continue to a crossroads and turn left onto Buckingham Palace Road.
Continue to the next crossroads and turn right onto Eccleston Bridge (which takes you over the railway tracks that lead into Victoria Coach Station).
You're now on the A3213, which changes its name to Belgrave Road a bit further along.
[Note: Belgrave Road becomes Warwick Square part way down but then changes back to being Belgrave Road again. So, depending upon how far along you need to be, you might think that you've gone past the end of Belgrave Road when, in fact, there's still more of it ahead of you]
The first hotel you'll come to on Belgrave Road is the Comfort Inn Victoria, on your right.
A bit further along you'll find the Premier Inn Victoria on your left.
Further down still, there's a group of three hotels on the left (Beverley Hotel, Stanley House and St George's Inn) and three on the right (Belgrave House Hotel, easyHotel Victoria and Dover Hotel).
Further down still, you'll have the Park Hotel on your right and a group of at least four hotels on your left (including the Comfort Inn London, the Lidos Hotel, Victor Hotel and Huttons Hotel).
The next section of Belgrave Road has The Belgrave, Carlton Hotel, Holiday Inn Express and Blades Hotel on the right, with the following hotels on your left: Victoria Inn, Astor Victoria, Melbourne House, Best Western Corona, Corbigoe Hotel.
If I've missed your hotel out, please provide its name and I'll try to indicate how far along Belgrave Road it is.