The Coyotes and Capitals were tied 1-1 with 7:31 to play on Saturday night at Verizon Center, but Washington exploded for three goals to secure a 4-1 victory.
"You can't be in awe of the best teams in the league," said goalie Mike Smith, who made 29 saves against the Caps, who lead the NHL with 106 points. "You've got to take it as a challenge and elevate your game and not go the other way."
The loss dropped the Coyotes to 1-3-0 on their five-game trip that ends Monday at St. Louis.
"I'd like to see us get mentally tougher," Head Coach Dave Tippett said. "We're on a hard road trip. We've got young players that are learning good lessons. I'd like to see our veterans be a lot mentally tougher. I know it's a tough situation and everything, but we had some players not play very well tonight."
Video: Dave Tippett discusses Coyotes' 4-1 loss to Caps
• The Coyotes discussed how they needed to compete hard vs. the Capitals from the opening puck drop, but they ended up playing what Tippett termed a "brutal" first period, in which they managed just three shots on goal.
"We just didn't execute," Tippett said. "When you can't put two passes together, that means the puck's turned over a lot and the other team plays with the puck. They're high skill. They're a good team. If you're not willing to make sure you do the right things with the puck, you're going to be chasing the game. That's where we were."
"I think that's definitely not the type of hockey that we want to be known for," Smith said. "… To come in this building against this team (and) have a first period like we did tonight was pretty sad."
• Arizona fell behind 1-0 when Alex Ovechkin scored a power-play goal with a wrist shot from the left circle at 8:31 of the first period.
"I think everyone knows that's his spot," Smith said. "It's just funny how the puck ends up getting there and no one's close to him ... Other than that, our penalty killers were fantastic."
Video: Mike Smith discusses Coyotes' 4-1 loss to Caps
• Forward Peter Holland scored Arizona's lone goal at 12:29 of the third period when he swiped a rebound past Capitals goalie Braden Holtby. Forward Anthony Duclair set up the goal with a quick move to the net that enabled him to take the initial shot.
Holland led the team with five shots on goal in 14:14 of ice time.
The assist was Duclair's 10th of the season, his fourth since his recall from the American Hockey League, and his third on the current road trip.
• Captain Shane Doan missed his fifth consecutive game because of a lower-body injury.
Tippett said the Coyotes will practice on Sunday in St. Louis and that will enable him to see how Doan, and the other injured players, are progressing.
Video: Jordan Martinook discusses Coyotes' 4-1 loss to Caps