The Coyotes held a 5-1 lead in the third period but Minnesota stormed back with three goals to cut the lead to one before Radim Vrbata added an insurance goal in the final minute.
Guillaume Latendresse had a hat trick for the Wild. Owen Nolan added the other Minnesota goal. Niklas Backstrom stopped 27-of-33 shots in the loss.
Latendresse's first goal came in the second period after Phoenix had gone ahead 2-0 in the first period on goals by Prucha and Doan. The Coyotes responded by scoring three goals in the third period, including Fiddler's wrister at 9:50.
Minnesota followed the outburst with two goals by Latendresse wrapped around a goal by Nolan to make it 5-4 at 14:43.