Ladd, who was acquired in a trade with the New York Islanders on July 17, scored his first goal with the Coyotes at 10:41 of the third period to make it 3-1.
Christian Fischer scored a power-play goal, and Travis Boyd also scored for Arizona, which played its final game of the preseason. Karel Vejmelka made 25 saves.
William Karlsson scored a power-play goal, and Robin Lehner made 26 saves for Vegas, which plays its preseason finale Saturday at the San Jose Sharks.