Dallas was 1-3-3 in its previous seven games.
"It's been muck and sometimes you can call it bad bounces, sometimes you can call it hot goalies, but tonight we really talked about no excuses," Seguin said. "Let's not leave here saying we hit a hot goalie or that we deserved to win. We had to execute and get the job down and stop this from going downhill. Played good in Vegas (in a 3-2 shootout win Saturday), played good enough to win tonight, now we're on a roll."
Roope Hintz and Miro Heiskanen scored, and Jake Oettinger made 18 saves for the Stars (32-16-13).
Barrett Hayton and Clayton Keller scored, Juuso Valimaki had two assists, and Connor Ingram made 37 saves for the Coyotes (21-31-9), who earlier Wednesday traded defenseman
Jakob Chychrun
to the Ottawa Senators and defenseman Shayne Gostisbehere to the Carolina Hurricanes.
Arizona defeated the Chicago Blackhawks 4-1 at home Tuesday.
"We worked really hard," Coyotes coach Andre Tourigny told the Coyotes website. "The guys competed, they never quit. I'm really proud of that, there's no doubt about it."