McBain crashed the net and had the puck bounce in off his body after a shot by Jason Zucker from the bottom of the right circle.
Sean Durzi had a goal and three assists, and Lawson Crouse had a goal and an assist for the Coyotes (18-14-2). Karel Vejmelka made 20 saves.
Nathan MacKinnon had a goal and an assist to extend his point streak to 19 games for Colorado (21-11-3). Mikko Rantanen had a goal and an assist, and Alexandar Georgiev made 23 saves.
Crouse started the Arizona comeback by cutting it to 4-1 with a redirection at 16:31.
Michael Kesselring scored on a wrist shot at 3:48 of the third period to make it 4-2.
Zucker’s wraparound goal off the rush made it 4-3 at 7:04.
Durzi tied it 4-4 at 17:53 of the third with a wrist shot from the blue line while playing 6-on-5.
Rantanen made it 1-0 on a power play at 18:16 of the first period, his sixth goal in eight games.
Jonathan Drouin tapped in a loose puck at the right post at 1:04 of the second for a 2-0 lead.
Logan O'Connor extended the lead to 3-0 at 7:56, scoring on a wraparound off a pass by Josh Manson after he came out of the penalty box.
MacKinnon made it 4-0 at 13:26 with a one-timer during a 5-on-3 power play.
