The win was their third in a row.
Winnipeg has won eight of their last nine games.
Pierre-Luc Dubois also scored for the Jets, who returned for a single game before a five-game road trip beginning Tuesday in Montreal.
Connor Hellebuyck made 19 saves for Winnipeg, who moved to 29-14-1.
Clayton Keller scored the Coyotes lone goal on the night.
Karel Vejmelka turned aside 22 shots for Arizona, who dropped to 13-25-5.
Arizona lost their season high ninth game in a row.
There was no scoring in the first period.
Pierre-Luc Dubois opened the scoring with a power play marker 37 seconds into the second when he tipped a Josh Morrissey slap shot past Vejmelka to make it 1-0 Jets.
The goal was his 20th of the season.
“They’re tricky games to play. You saw last night what they (Arizona) did against Minnesota, who’s another good team. The third period they played really well. They give their themselves a really good chance of winning so we knew coming in here they’re going to compete. Their goalie seems too always play unbelievably well against us so it’s never an easy game to play, but at this point in the year we need two points. That was big for us tonight," said Dubois.
Clayton Keller tied the game at 11:02 when he followed up on a Jacob Chychrun rush which pushed the Winnipeg defenceman back and took a feed from Nick Schmaltz before moving in and outwaiting Connor Hellebuyck before snapping a high wrister into a largely open net.
The goal was his 15th of the season.
"I don't know. I think I've had a couple of rushes this year like that where I've maybe shot a little too early," said Keller. "I think that one I just kinda thought back to that in that split second and I was able to you know, make the move around the guy and put it in the net. Chych (Chychrun) and Schmaltzie (Schmaltz) made a great play there."
Blake Wheeler scored at 16:45 to finish off a crafty three-way passing play between himself, Cole Perfetti and Mark Scheifele to give Winnipeg a 2-1 lead.
“Yeah those guys made great plays. Scheif had a bit of a break and it was kind of tough to get it to him. And then was just trying to create some space there for Cole. Those guys made a couple great plays and it was up to me to shovel it in," said Wheeler.
There was no scoring in the third period.
A clearly exasperated Coyotes Head Coach André Tourigny described his club's effort as being of the 'A' variety but lacking in result.
“I don't know what to say anymore. We worked really hard. I'm really proud of the guys. It's back-to-back. Winnipeg is a really, really good team. I think we hold our own, we battle hard," he said.
Jets Head Coach Rick Bowness said the Coyotes were not an easy opponent.
"Yeah, we did. And we had some great looks to get that third goal and they have to open it up a little bit more but that's how they play and give them a lot of credit for it. I watched the game last night against Minnesota and it was the same type of thing. They frustrated Minnesota. They're fast and they're on top of you and they don't give you a lot of room. Their gaps are really good so they don't give you a lot of room and the only way to open that up is to get a two goal lead. So they were trying to hang on and get a goal at the end but those looks we had, early in the third, to get that 3-1 goal, well that changes everything for them but give them a lot of credit. That's how they play and they're hard to play against," he said.
Winnipeg visits Montreal Tuesday while Arizona returns home to host Detroit.
SHOTS-ARIZONA 21 WINNIPEG 24
ATTENDANCE-13,949
NOTES-Mark Scheifele passed Ilya Kovalchuk on the all-time scorers list for 2nd overall for the Atlanta/Winnipeg franchise with his second period assist.
