Jack Eichel got the first goal of the game for Buffalo at 18:01 of the first period, assisted by Josh Gorges.
In the second period, Evan Rodrigues scored his second of the year — and second in two nights — at 9:53, assisted by Jake McCabe and Eichel to give Buffalo the 2-0 lead.
At 6:42 of the third period, the Coyotes scored their first of three off the stick of Max Domi, assisted by Radim Vrbata. Jamie McGinn tied the game at 2 at 13:41 of the third, assisted by Josh Jooris and Jakob Chychrun. Then with just 19 seconds to go in regulation, Vrbata put Arizona in the lead, 3-2. Alex Goligoski and Domi assisted.
A last-second rush by Eichel nearly tied the game, but it wasn’t to be.
Sabres Coach Dan Bylsma said after the game that the Sabres lost their way in the third period when they stopped playing the game they had played in the first two periods and went into protect mode.
The Sabres return to Buffalo for home games on Tuesday, Thursday and Saturday.