The Sharks remained unbeaten in their three games this season with their high-powered offensive having produced 15 goals.
It was a 1-1 game heading into what turned out to be a wild third period and Phoenix appeared to have taken command when Antoine Vermette and Lauri Korpokski scored during the opening 8 minutes of the stanza.
That gave Phoenix a 3-1 lead, but San Jose scored the game's final four goals in a span of 10:45 to pull out the win.
Marleau started the comeback with a wrist shot, Martin Havlat tied it with a backhander and Marleau put the Sharks in front with his sixth goal of the season.
Joe Thornton scored the empty netter with 3 seconds remaining.