GLENDALE, Ariz. -- After scoring eight goals in routing the Dallas Stars on Tuesday night, the Winnipeg Jets got off only three shots in the first period Thursday night against the Arizona Coyotes.

The Jets' offense, however, came to life, firing 15 shots in the third period.

Nikolaj Ehlers, Andrew Copp and Blake Wheeler scored goals as the Jets defeated the Coyotes 3-2 at Gila River Arena.

Mark Scheifele picked up his 10th assist, and leads the NHL with 19 points.

"We struggled coming off an eight-goal night," Jets head coach Paul Maurice said. "We struggled, but again that happens. It happens on the road. Our third was our best period here. But it's a good sign when you can make the necessary adjustments in your game and come out and have a period you're not very excited about and play your best period with a 2-1 lead.

"We weren't moving our feet when we were trying to move the puck in the first period and you're not going to do that against a (Coyotes head coach) Dave Tippett team ever. So we got to skating a little bit better and simplified some of the things we did."

Ehlers' wrist shot with just less than four minutes to play gave the Jets a 3-1 advantage. Patrik Laine assisted on the goal, giving the 18-year-old his 16th point.

"A pretty distinct change of styles between our last two teams," Maurice said. "We had to make some hard adjustments in our game, which weren't easy for us to do. And they did it."

Did Maurice feel lucky to leave with a victory?

"I would never use that word lucky," Maurice said. "We had some real fine offense in the third."

Tobias Rieder scored with two seconds left as the Coyotes pulled goalie Louis Dominque with 1:06 remaining, but it was too little, too late.

"They raised the level of their game and we didn't match it," Tippett said. "It's as simple as that. Our execution from the start of the second period on was not what it needs to be to give you a chance to win. They executed better than us. They won more battles than us and they won the game."

Winnipeg hiked its record to 4-0 when it takes a lead into the final period. On the flip side, the Coyotes are 1-5 when trailing after two periods.

The Jets scored first with Copp getting his second goal in back-to-back games. Scheifele and Toby Enstrom were credited with assists on the goal at 4:50 into the first period.

Scheifele has six assists and four goals in a four-game streak.

The Coyotes tied it at 1 with 10:12 left in the opening period. Jordan Martinook was hemmed in behind the Jets goal, but managed to get the puck out to Radim Vrbata, who slammed it past Connor Hellebuyck for his fifth goal. Jamie McGinn picked up his third assist of the season on the goal.

"At the end of the first period, it was ok, then in the second we put them in a power play and they got some momentum, scored a couple of goals and they played well defensively," Vrbata said. "We just couldn't get anything going."

The Jets took a 2-1 lead into the third period when Wheeler, who was the Coyotes 2006 first-round draft pick, scored his fourth goal at 10:18?of the second period. Nic Petan and Tyler Myers each picked up their third assist on Wheeler's goal.

"We didn't really have our best game and found a way to win," Wheeler said. "There is going to be night like that, where you don't really have it. I think after the second period we regrouped, had a lead and just figured out a way to scratch and claw at two points, so it's a good sign."

After 42 penalty minutes against the Stars, the Jets had only seven penalty minutes against the Coyotes, who failed to score on their lone power play in the third period.

NOTES: The Coyotes reassigned LW Tyler Gaudet to Tucson, the club's American Hockey League affiliate. Gaudet made his Coyotes debut Tuesday at Colorado and has five points in eight games with the Roadrunners. ... Coyotes C Martin Hanzel remained sidelined with a lower-body injury. ... Coyotes prospect Clayton Keller, a freshman at Boston University, suffered a lower-body injury on Saturday, is listed as week-to-week. The Coyotes selected Keller seventh overall in this year's NHL draft. ... D Jacob Trouba, who re-signed with the Jets on Monday, a two-year contract with a base salary of $6 million, did not play against the Coyotes as he continues to get in NHL-game shape. Trouba has 23 games and 72 points over 211 games in his first three NHL seasons. ... Coyotes D Michael Stone remains sidelined with a lower-body injury, while C Dylan Strome and D Kevin Connauton were healthy scratches.