Jordan Martinook and Brad Richardson scored for Arizona (10-28-8), which has lost four straight (0-1-3) and is 3-10-4 in its past 17 games. The Coyotes have scored two goals or fewer in 12 of those 17 games.
"There's not a ton of games where we've been really blown out or embarrassed," Richardson said. "It's just games where we slip here or there and end up losing the game. It's a fine line and we just seem to be on the wrong side of it a lot."
Thornton gave San Jose a 1-0 lead at 5:37 of the first period on a power play. Logan Couture's shot attempt banked off defenseman Luke Schenn's stick and caromed directly to Thornton all alone at the left post for an easy tap-in.
Thornton has 16 points (seven goals, nine assists) in his past 17 games. He needs two points to tie Bryan Trottier (1,425) for 16th place on the NHL all-time list.
Boedker made it 2-0 34 seconds into the second period. His wrist shot from the top of the right circle appeared to deflect off defenseman Alex Goligoski's stick and past goalie Antti Raanta for his fifth goal of the season.
Boedker, who played 445 games for the Coyotes from 2008-16, has goals in back-to-back games. He has three points (two goals, one assist) in a three-game point streak.
Martinook cut the lead to 2-1 when he deflected Jason Demers' high shot from the point past Dell at 16:05. He has two goals and six points in his past nine games.
Richardson tied the game 2-2 at 6:10 of the third period when he collected the rebound of Nick Cousins shot and slid it in the open side of the net.
"I think they had three chances in the second and two in the third," Coyotes coach Rick Tocchet said. "Our team played well. You're looking obviously to win the game, but that's a veteran team over there."