Goaltender Jason LaBarbera stopped 27 of 29 shots for the Kings, who have not lost at home to the Coyotes since Oct. 15, 2000.
Andy Murray became the winningest head coach in franchise history, passing Bob Pulford on the all-time list with his 179th victory. Wayne Gretzky, meanwhile, is 0-2 since taking over the Phoenix helm.
Luc Robitaille also scored for the Kings, who rebounded from a Wednesday loss to Dallas, in which they blew a 4-0 lead and lost, 5-4.
Krystofer Kolanos and Oleg Saprykin had a goal each for the Coyotes, and goaltender David Leneveu made 25 stops.