GLENDALE, Ariz. -- Scott Wedgewood tried to play it cool at the morning skate, but he couldn't hide it. Facing his former team, the New Jersey Devils, at Gila River Arena on Saturday was a big deal.
Wedgewood, who arrived early to "get in the zone," made 27 saves, Derek Stepan had a goal and an assist and Dylan Strome scored his first NHL goal in the Arizona Coyotes' 5-0 win.
Jason Demers, Jordan Martinook and Alex Goligoski also scored for Arizona (7-18-4), which ended a three-game losing streak.
[WATCH: All Devils vs. Coyotes highlights]
"It means a lot," said Wedgewood, whom the Coyotes acquired from the Devils on Oct. 28 for a fifth-round pick in the 2018 NHL Draft. "When you get traded, you want to put up a strong effort back to where you came from and show them, not that they made the wrong decision, obviously it's a business, but on a personal level you want to get out there and play well."
Video: NJD@ARI: Demers snipes wrister 34 seconds into game
The Devils (15-7-4), who won 2-1 at the Colorado Avalanche on Friday, were shut out for the third time this season. Keith Kinkaid made 22 saves.
"I thought four out of the five goals were gifts," Devils coach John Hynes said. "Not the recipe you want to have, particularly coming in in a back-to-back game."
Demers gave the Coyotes a 1-0 lead 34 seconds into the game on a wrist shot through a partial screen by Brendan Perlini.
Arizona took a 2-0 lead at 19:35 of the first when Tobias Rieder slid a pass across the goal crease to Stepan at the far post for a tap-in. Stepan has 27 points (13 goals, 14 assists) in 34 games against the Devils.
Wedgewood made two spectacular saves in the second period to preserve the shutout, stopping Drew Stafford's backhand with his right pad at 1:50, and Stefan Noesen on a post-to-post toe save at 12:04.
Martinook scored at 17:08 of the second period when he deflected Kevin Connauton's shot from the right point while falling in the slot to make it 3-0.
Goligoski converted a perfect set-up from Anthony Duclair in the slot to give Arizona a 4-0 lead at 12:05 of the third period.
Video: NJD@ARI: Goligoski rips home a one-timer to pad lead
Strome scored at 13:36 to make it 5-0. Strome said no family members were in attendance to witness the goal, mirroring the time when his brother, Edmonton Oilers forward Ryan Strome, scored his first NHL goal with the New York Islanders in 2013.
"I haven't checked my phone yet, so hopefully I'll have a couple texts from my family and friends," Strome said. "I'm obviously very happy. It feels like it's been forever, but it's only been  games."
Goal of the game
Stepan's goal at 19:35 of the first period.
Video: NJD@ARI: Stepan, Rieder combine for hard-earned goal
Save of the game
Wedgewood's save on Noesen at 12:04 of the second period.
Video: NJD@ARI: Wedgewood makes desperation save on Noesen
Highlight of the game
Strome's goal at 13:36 of the third period.
Video: NJD@ARI: Strome goes five-hole for first NHL goal
They said it
"He's a good goalie. I don't think we got nearly enough traffic and got pucks to the net when we had traffic in front of the net. He was able to see everything and he made some good saves." -- Devils defenseman Ben Lovejoy on Coyotes goalie Scott Wedgewood
"That was our best execution game. We've had some games where we played 57 minutes way better, but obviously a 5-0 win in this league, you don't get many in this league and you have to play extremely well to get that." -- Coyotes forward Derek Stepan
Need to know
Devils forward Pavel Zacha was scratched in favor of forward Jimmy Hayes. Hynes said he has seen improvement in Zacha's forechecking and puck battles, but he needs to see Zacha impact the game more offensively and consistently. … Coyotes coach Rick Tocchet said goalie Antti Raanta and defenseman Jakob Chychrun could play against the Vegas Golden Knights on Sunday. Raanta has missed the past five games. Chychrun hasn't played this season while recovering from knee surgery.
Devils: At the Columbus Blue Jackets on Tuesday (7 p.m. ET; FS-O, MSG+, NHL.TV)
Coyotes: At the Vegas Golden Knights on Sunday (8 p.m. ET; ATTSN-RM, FS-A, NHL.TV)
Video: Wedgewood, Strome lead Coyotes past Devils, 5-0