Travis Zajac scored twice in the final 2:01 to lead the Devils over the Coyotes 5-3 on Tuesday night at the Prudential Center.
Taylor Hall scored twice and Adam Henrique also had a goal for the Devils, who are 3-0-0 at home and 0-2-1 on the road.
Hall, acquired by the Devils in a trade with Edmonton in June, has scored all five of his goals this season at Prudential Center.
Cory Schneider made 28 saves to help New Jersey win its third straight against Arizona dating to last season, and its fifth in seven games against the Coyotes overall.