GLENDALE, ARIZ. – After clawing up the standings during its best run of hockey this season, the Wild finally had built some much-needed breathing room in the Western Conference race.

A seven-game stretch against teams currently out of a playoff spot seemed like a chance to not only preserve that edge but possibly grow the team's cushion.

But based on how that reprieve started, with a 5-3 loss to the last-place Coyotes on Thursday in front of 10,904 at Gila River Arena to nix the Wild's season-high five-game winning streak, this test against teams below it in the standings could be quite challenging.

"They play loose, and they're dangerous," winger Zach Parise said. "It's a perfect example. You don't bury them then they're looking for that little spark, that little life to get them excited about playing again. That's what happens."

Video (00:26) Coach Bruce Boudreau discusses the 5-3 loss to the Coyotes.

The Coyotes were slow starters, getting dominated in the shot clock through the first two periods. But as time wore on, the home squad discovered a rhythm and outplayed the Wild in the third — scoring four goals to secure its second win in the season series.

Arizona also rallied against the Wild for a 4-3 overtime win in Minnesota on Feb. 8.

"Every game you lose is a missed opportunity," goalie Alex Stalock said.

After testing goalie Antti Raanta regularly in the first, the Wild didn't score until its last shot of the period.

During a delayed penalty, Parise wired a wrist shot by Raanta at 15:36 after hopping onto the ice as the extra attacker for his first goal in eight games.

Arizona, meanwhile, didn't register its first shot on Stalock until 4:08 remained in the opening period and finished the frame with only five. The Coyotes were barely better in the second, amassing just six, but they found the equalizer only 5 seconds into their first power play.

Defenseman Jakob Chychrun pounced on a loose puck after a faceoff draw and sent the puck past Stalock's glove with 2:32 to go in the second.

Not being able to squeeze more production out of those two periods, especially on the heels of the eight-goal outburst Tuesday in the lopsided win over the Blues, proved costly for the Wild.

"That's probably the difference there," Parise said. "They hung around for that whole stretch. Once they got their one, their game completely changed. They got life, energy and then they kind of did what they did to us last time."

Just 4:32 into the third, center Christian Dvorak handed Arizona its first lead when he whacked a puck past Stalock.

The advantage was short-lived.

Captain Mikko Koivu tied it on the power play. The Wild finished 1-for-4 with the man advantage, the Coyotes 1-for-2.

But Arizona answered back on a one-timer from winger Richard Panik only 49 seconds after Koivu's tally to reinstate its lead, which grew to two goals on a shot from defenseman Kevin Connauton at 12:04. Winger Max Domi notched his third assist on the play.

Video (00:42) Sarah McLellan recaps the 5-3 loss to the Coyotes in her Wild wrap-up.

The back-and-forth struggle continued, with center Matt Cullen pushing in a rebound 1:09 after Connauton's goal.

The Wild's comeback bid ended there; winger Jordan Martinook sent the puck into the Wild's empty net with 11 seconds to go. Raanta pocketed 32 saves; Stalock had 20.

"Our sense of urgency wasn't there," coach Bruce Boudreau said. "That's unfortunate because we're in a battle. Just because we've won a couple games in a row doesn't mean anything."