Mark Scheifele scored the go-ahead goal on the power play 2:31 into the third period, and Winnipeg defeated Arizona 4-1 at Gila River Arena.
Scheifele had an assist, linemate Blake Wheeler had two assists, and Patrik Laine had a goal and an assist for the Jets (9-4-3).
WATCH: [All Jets vs. Coyotes highlights]
"Big bounce-back game in a tight game," Winnipeg coach Paul Maurice said of Scheifele, who was minus-3 in a 5-2 loss at the Vegas Golden Knights on Friday. "I think you're just seeing that kind of maturity. He stayed with his game."
Scheifele has 13 points (seven goals, six assists) in his past seven games. The Jets are 5-1-1 in that stretch.
Steve Mason made 29 saves for Winnipeg in his first start since Oct. 27. Antti Raanta made 17 saves for Arizona.
The Coyotes (2-14-3) haven't won in regulation through their first 19 games, tying the NHL record set by the Calgary Flames in 1999-2000.
"We were in good shape after the second (period)," Tocchet said. "They didn't have much. I think they had eleven shots with three, four minutes left in the second, but they made plays in the third, and we didn't. They've got some high-end guys and they put it in the net."