It was the third time Vegas had a game decided in overtime or the shootout in its past five (2-1; 1-1 in overtime), fifth in November (1-3 in overtime).
Darcy Kuemper made 37 saves, and Jakob Chychrun scored for the Coyotes (15-8-4), who are on a four-game point streak (2-0-2) and are 6-2-2 in their past 10.
Arizona has had seven games go past regulation this month (4-3; 1-1 in overtime, 3-2 in shootout), including its past three to the shootout (1-2).
Tuch deflected Nicolas Hague's wrist shot from the point on the power play to give the Golden Knights a 1-0 lead at 7:01 of the second.
Vegas was 1-for-5 on the power play. Arizona was 0-for-1.
"We played a good hockey game," Coyotes coach Rick Tocchet said. "We deserved better, but to kill that many penalties and don't get power plays, that's what happens. I'm proud of the guys. We played hard."
Chychrun tied it 1-1 at 14:53 of the second when he scored with a wrist shot from the bottom of the left face-off circle.
"I'd say the first 10 minutes of the second, they had their first big push, and I thought [Kuemper] held strong, and I thought we gave them some chances," Coyotes defenseman Jason Demers said. "I thought we did a good job of taking it to them, as well. I think it could've gone either way. If we keep banking points, we're going to be in good shape."
It was Subban's third straight start for the Golden Knights with No. 1 goalie Marc-Andre Fleury away for a personal matter.