Boedker's power-play score at 3:37 of the first period opened the scoring for the Coyotes, who never trailed in the game.
David Perron had two goals for Edmonton and Devan Dubnyk blocked 27-of-33 shots. The loss got the Oilers' five-game home stand off on the wrong foot.
Perron's first goal at 9:51 of the first period tied the score 1-1; however Phoenix scored twice to go ahead 3-1 and then added three unanswered goals in the third period.
Notable deaths of 2014 [PHOTOS]
Arizona Cardinals player formally charged