Jakob Chychrun, Brendan Perlini and Clayton Keller also scored for the Coyotes, who snapped a two-game skid.
Tampa Bay lost its second straight game but remained atop the Eastern Conference's Atlantic Division by two points over the idle Boston Bruins. Nikita Kucherov scored on the power play for the Lightning's lone goal.
Arizona goaltender Antti Raanta allowed a goal late in the third period to spoil a chance for his third shutout of the season. Raanta made 19 saves.
Tampa Bay goaltender Louis Domingue stopped 31 of 34 shots but drew the loss against his former team.
Arizona struck first at 10:45 of the second period on Murphy's milestone goal. Jordan Martinook bounced a backhand pass off the side boards from behind the net, and Murphy one-timed a shot through traffic. Teammates flocked to Murphy, an undrafted rookie who has played more than 300 minor league contests.
The Coyotes made it 2-0 with 2:38 remaining in the second period. After a scramble near the crease, Chychrun released a hard wrist shot from the slot for his third goal of the season. The sequence snapped a 12-game scoring drought for the 19-year-old defenseman who was Arizona's first-round pick in 2016.
Perlini scored to increase Arizona's lead to 3-0 with 9:32 left in the third period. The play initially was ruled as goaltender interference, but the Coyotes challenged the call. After a video review, officials overturned the call on the ice and awarded Perlini his 17th goal.
Kucherov cut the deficit to 3-1 on the man advantage with 5:23 to play. Kucherov leads the team with 38 goals, which is two shy of his career high of 40 from last season.
Keller finished the scoring with an empty-net goal with eight seconds left.
Tampa Bay center Steven Stamkos missed a game for the first time this season because of a lower-body injury, but coach Jon Cooper downplayed the issue. Cooper told the Tampa Bay Times that the decision to rest Stamkos was "more maintenance for him."
--Field Level Media
Arizona | Tampa Bay | |
Clayton Keller 2 | Points | Nikita Kucherov 1 |
Clayton Keller 1 | Goals | Nikita Kucherov 1 |
Clayton Keller 1 | Assists | Victor Hedman 1 |
Jakob Chychrun 1 | Power Play Goals | Nikita Kucherov 1 |
N/A | Short Handed Goals | N/A |
Antti Raanta .950 | Save Percentage | Louis Domingue .912 |
Antti Raanta 19 | Saves | Louis Domingue 31 |
Team | Shots | Goals | Power Play | Penalty Kill | Penalty Mins | Face Offs Won |
Arizona | 35 | 4 | 1-4 | 1-2 | 4 | 26 |
Tampa Bay | 20 | 1 | 1-2 | 3-4 | 8 | 33 |