Phaneuf was on defence when Zetterberg had what ended up being the game-winning goal, allowing him to get around the outside and close enough to the net to get off a shot.
``I've got to have a better stick in that situation,'' Phaneuf said. ``But you've got to give him credit for that play.''
Petr Mrazek stopped 22 shots and his bid for a second straight shutout ended with 2:24 left when Zach Smith scored.
``He's a wall back there for us,'' Detroit centre Andreas Athanasiou said.
Darren Helm restored Detroit's two-goal lead with an empty-net goal about a minute later.
Detroit has won three straight games.
``Three games, six points, it's big for the standings,'' Mrazek said. ``Every game is important, so we take that.''
Craig Anderson, who backed up Phaneuf by stopping Nyquist when he blew past him, made 27 saves for the Senators.
Ottawa made a bold, win-now move to acquire Phaneuf on Tuesday in a nine-player trade with the Toronto Maple Leafs.
``The guys have been unbelievable in welcoming me to the team,'' he said.
The Senators are hoping the veteran defenceman can help them surge into the playoffs over the next two months. Phaneuf, a 30-year-old and three-time All-Star, has five years left on his contract that will cost Ottawa $7 million against the salary cap each season.
``I thought he fit right in,'' Senators coach Dave Cameron said. ``He played in all situations for us. ... He's very vocal, I like that.''
Phaneuf seemed to settle in with solid play after falling near the blue-line in a 1-on-1 situation with the speedy Nyquist.
He played the point on the power play, including early in the third period when his slap shot hit DeKeyser's right knee and sent the Detroit defenceman limping off the ice.
The Red Wings killed the penalty and hurt the Senators' shot at coming back less than a minute later.
Zetterberg got the puck from Pavel Datsyuk, who was dragged to the ice by Bobby Ryan, and he slipped a shot into the net on Anderson's short side to negate a penalty that would've been called on Ottawa's winger.
The Senators had a 5-on-3 later in the period, but couldn't make the most of the opportunity to pull within a goal. Smith scored when Ottawa had another two-man advantage toward the end of the game after Detroit was called for another penalty and it pulled Anderson to add an extra skater.
The Senators, though, didn't take advantage of being on the power play six times.
``We let them off the hook in the first period,'' Cameron said. ``I'd like to see us get it to the net. We were looking for the Grade A chance.''
NOTES: DeKeyser returned to play briefly after blocking Phaneuf's shot early in the third period. The Red Wings said DeKeyser has a bruise and nothing is broken. ... The Senators have lost six of nine. ... Detroit D Mike Green was out with a sore groin after skating on the morning of the game.