GLENDALE, Ariz.--The Winnipeg Jets finally found their game in the third period, or exactly when the still-struggling Arizona Coyotes constantly seem to lose theirs.

Mark Scheifele scored a go-ahead power-play goal early in the third, Steve Mason stopped 29 shots for his first win of the season and the Jets dealt Arizona its fourth consecutive loss with a 4-1 decision Saturday night.

Scheifele also assisted on Kyle Connor's fourth goal of the season later in the Jets' three-goal third period. Blake Wheeler added two assists as Winnipeg rebounded from a 5-2 loss at Vegas on Friday to improve to 9-2-3 in its last 14 games.

"(Playing) 82 games, you're going to have games like that," Wheeler said. "The key is how you come back for the next one. That's the biggest growth of our team -- get rid of the bad ones and come ready to play the next one."

The Jets surged in the third period, or just when they might have expected to be getting tired playing for a second night in a row. The Coyotes faded in the third for the second successive game, following up a 3-2 shootout loss Thursday in St. Louis in which they led 2-1 in the final period.

"They made plays in the third and we didn't," first-year Coyotes coach Rick Tocchet said. "They have some high-end guys and they put it in the net. They finished in the third, we didn't."

Patrik Laine, who scored a goal for a fifth consecutive game, finished it off by finding the empty net with 17 seconds remaining for his ninth of the season. He also had an assist.

Arizona, an NHL-worst 2-14-3, got a first-period goal from Zac Rinaldo but went 0-for-4 on the power play to fall to 1-6-1 at Gila River Arena.

"We kept saying, 'Stay the course, stay the course' and I think we stayed the course, but they got their chances (in the third) and they capitalized," Rinaldo said. "And that was the difference."

Mason made a difference, too, in his first start since Oct. 27. He came in with an 0-3-1 record and a 4.44 goals-against average, but won for the first time since April 8 with Philadelphia -- and for his first time for Winnipeg.

"It's a long time coming. I haven't wanted to win this bad in a long time," Mason said. "This was a tough game for us, playing last night and getting in late, so it's a big win for us."

With the score tied at 1, Coyotes right wing Christian Fischer went off for tripping 1:28 into the third and Scheifele took advantage by scoring his 10th of the season and 100th career. Two Arizona defenders shifted to Wheeler's side of the ice, leaving Scheifele wide open along the edge of the slot for a wrist shot that eluded goalie Antti Raanta, who stopped 17 of 20 shots.

"His (Scheifele's) game is off the charts right now," Wheeler said. "When I find him in the slot there, it's normally (a question only) where it's going to hit the net, he's so lethal from there."

Connor scored similarly about 5 1/2 minutes later, skating hard toward the crease without a defender to take Wheeler's pass from behind the net and shove it into the net before Raanta could react.

The Coyotes got off their usual good start -- they've scored the opening goal in 13 of 19 games -- as Rinaldo was credited with his second of the season by deflecting Alex Goligoski's shot past Mason at 14:33 of the first following a four-shot flurry.

But Matt Hendricks answered for Winnipeg in the second with his first goal since Feb. 16, a knuckleball-type shot off a long rebound at 14:04.

"It can't be the same guys every night scoring goals, it's got to be the glue guys who are putting their face in front of pucks who get rewarded, too," Wheeler said. "That was the happiest I've seen our bench all year when he put that one in."

NOTES: The Coyotes presented head equipment manager Stan Wilson with a commemorative saddle for recently working his 2,000th game. ... The teams meet again Tuesday night in Winnipeg. ... Coyotes D Niklas Hjalmarsson missed his seventh consecutive game with an upper-body injury. ... The home team has won eight of the last nine games in the series. ... Arizona played eight of its previous 10 on the road, mostly in the East, and now plays its next four away from home, three in the Eastern time zone. ... Arizona D Alex Goligoski played in his 180th consecutive game despite being injured in the third period Thursday. ... Jets D Tyler Myers left the ice grabbing a knee in obvious pain, but returned to finish the game and ended up playing nearly 17 minutes.