Edmonton will go for its first regulation win against Arizona since Jan. 25, 2011, in the second game of their home-and-home Sunday.
"We definitely weren't our best tonight and I think the real positive of that is we get another crack … on Sunday," said McDavid, whose 28 points lead the NHL. "We gave up way too many chances, way too many shots on net. [Talbot] was great back there, kept us in it all night and gave us a chance to win."
The Coyotes had a season-high 20 shots in the first period but found themselves behind by two goals 17:29 into the game.
McDavid scored on a breakaway at 1:31 to give Edmonton a 1-0 lead. He has nine points (five goals, four assists) in the past four games.
Larsson made it 2-0 when he one-timed a cross-ice pass from defense partner Oscar Klefbom past Smith for his second goal of the season, first in 11 games.
Arizona answered nine seconds later when Vrbata found Domi in the slot, and Domi got off a wobbly shot that beat Talbot at 17:38 to make it 2-1. Domi has six goals in six career games against Edmonton.
Doan tied it 2-2 at 8:06 of the third when he deflected an Tony DeAngelo shot past Talbot for his 398th NHL goal.