Ladd clanked a shot off the post and in to beat Thomas Greiss in the second round of the shootout. The Jets then secured just their fourth win in their last 15 games when Phoenix's Antoine Vermette hit the post in the third round.
Ondrej Pavelec made 29 saves as the Jets beat the Coyotes for the fourth straight time.
Zbynek Michalek scored and Greiss had 21 saves for the Coyotes, who have lost two in a row.
Dallas beat Washington earlier Tuesday night and has tied Phoenix for the last wild-card slot in the Western Conference.