EDMONTON, Alberta -- Jamie McGinn scored the winning goal with 3:44 left in regulation as the Arizona Coyotes continued their mastery over the Edmonton Oilers.

The 2-1 victory extended the Coyotes' run of success against Edmonton to 25 straight games without a loss in regulation (21-0-4).

"I can't (explain it), I just can't," said Coyotes goalie Mike Smith, who extended his record against the Oilers to 15-1-1 despite being outshot 42-23. "They are a team that you can't let your guard down against them.

"They are a team that can really hurt you if you let up at all as a goalie. There is a mentality going in that you have to be sharp from the drop of the puck."

And head coach Dave Tippett definitely thought they were.

"I thought we played a real determined checking game, all the way through," he said. "We back-checked hard and our defence had a really good gap and weren't giving the outnumbered breaks we were giving the other night. We found enough to win."

The Oilers thought they would at least get it to overtime when Milan Lucic scored the tying goal at 10:39 of the third period, but McGinn found himself all alone by the side of the net to score the winner.

"We came to play and we worked so hard, worked so hard to get that goal," said Lucic, who has six points in the last four games. "Unfortunately, they were able to get one late to beat us.

"You can get frustrated all you want, but at the end of the day you have to look at the effort -- if we play like that on most nights we're giving ourselves a pretty good chance to win. It just comes down to bearing down and not letting the other goalie be the best player on the other team."

Edmonton controlled the first period by a significant margin, outshooting the Coyotes 13-6 and hemming the visitors in their own end on two power plays, but they still went into the first intermission trailing 1-0 after defenseman Kris Russell accidentally swatted a puck into his own net at 16:10.

The second period was much the same -- the shots were 26-16 after 40 minutes -- but once again the Oilers couldn't do anything with their puck possession and it remained 1-0 after two periods.

"We had plenty of chances to win, plenty of chances," Oilers coach Todd McLellan said. "Their goaltender won them the game in my opinion."

With a little help from McGinn.

The Coyotes came to Edmonton knowing the game would come down to one mistake and were determined not to be the team that made it.

"We wanted to clog up the middle and slow down their speed and I thought we did a good job of that tonight," McGinn said. "It looked like we frustrated them a little. But we wouldn't have been where we are without (Smith). He gave us a chance to win tonight.

"We'll take the two points and get out of here."

To come out of a two-game set with the last-place team in the Western Conference with one point hurts, especially for an Oilers team that is sits first in the Pacific Division but only two points ahead of fourth-place Anaheim.

"It's disappointing to come out of it with one out of four points, but it doesn't matter who the opponent is on the other side, we have to be ready to play," Lucic said. "The teams behind you, you have to get those points and keep separating yourself. Getting one out of four is definitely not good enough."

NOTES: The last time the Oilers beat Arizona in regulation was January 2011, 25 games ago. ... Edmonton G Cam Talbot started his 21st game of the season. He leads the league in minutes played. ... The Coyotes own the worst road penalty killing in the NHL at 66.7 percent. ... Coyotes G Radim Vrbata owns 43 career shootout goals, one off the league record. ... Oilers LW Milan Lucic put up six points in three games after being moved back to the first line with C Connor McDavid. ... Edmonton C Leon Draisaitl had five power play goals, third most in the NHL. ... Arizona RW Shane Doan is two goals from becoming the 93rd player in NHL history to reach 400. He needs one more game to tie Wayne Gretzky in games played (1,487). ... Oilers RW Tyler Pitlick was a healthy scratch to make room for Matt Hendricks.