Cody Eakin, Reilly Smith, and Brayden McNabb also scored for the Golden Knights. They had five straight goals after falling behind 2-1 midway through the first period. Smith and McNabb scored short-handed.
Ilya Lyubushkin and Vinnie Hinostroza scored for Arizona.
Malcolm Subban played the entire game in goal for Vegas, making 29 saves. Coyotes starter Adin Hill allowed four goals on 23 shots in the first two periods, and Erik Kallgren made eight saves on nine shots in the third.