GLENDALE, Ariz. -- The Minnesota Wild received the equivalent of a bye week two games into their season. After playing the St. Louis Blues on Saturday, the Wild rested and prepared for a game against the Arizona Coyotes five days later.

With the Coyotes coming off a game Wednesday in Anaheim, the disparity in early energy was glaring Thursday.

Minnesota scored two even-strength goals, a power-play goal and a short-handed goal to improve to 3-0-0 for the first time since 2008-09 with a 4-3 win over the Coyotes.

The Wild held a 3-0 lead midway through the game before the Coyotes made it competitive in the late going.

"This team was playing well, but we had a really good start," Minnesota left winger Zach Parise said. "As the game went on, they got a little better and we got a little sloppier, but we were able to hang on."

Arizona (3-1-0) was off to its best start since 2003-04. Minnesota's best start came in 2006-07, when it won its first six games.

Wild goalie Devan Dubnyk, facing his former team, made 25 saves to post his 100th career win.

Defenseman Michael Stone scored in four-on-four play with 4:48 left in the third period to pull the Coyotes within 4-3. Right winger Shane Doan had an assist on the goal to pull within one point of 900 for his career. However, the Coyotes could not find an equalizer.

"In the third period, we played with a little bit of desperation, and that's maybe how we need to play for the whole game," Arizona right winger Shane Doan said. "Everyone plays back-to-back games, and that's going to be par for the course for the NHL. It's not easy getting up for that next one sometimes against a team that's been sitting here waiting."

Parise opened the scoring on a power play at 9:22 of the first period. Right winger Jason Pominville deflected defenseman Ryan Suter's shot from the point, and it caromed off the end boards onto Parise's backhand at the far post.

Parise's league-leading fifth goal of the season marked the first power-play goal the Coyotes allowed in 12 opponents' chances. It was also the first time Arizona trailed in a game all season.

Before that goal, Coyotes goalie Mike Smith went 104 minutes, five seconds without giving up a goal and 150:18 giving up just one goal.

Minnesota widened the lead less than a minute later when left winger Thomas Vanek beat Smith to the short side with a terrific shot just inside the junction of the crossbar and post for a 2-0 lead.

It was Vanek's 300th career goal.

Wild center Mikko Koivu increased the lead to 3-0 with a short-handed goal at 7:07 of the second period. Following the goal, Coyotes coach Dave Tippett pulled Smith to shake things up with his sluggish team, inserting backup Andres Lindback.

"At the end of the first period, we said if we didn't find something early, we were going to give him a rest, and that's what we did," Tippett said.

Coyotes left winger Anthony Duclair gave his team brief hope when he took a brilliant feed from center Max Domi and scored his fourth goal in two games at 12:14 of the second period to cut the lead to 3-1.

"I was surprised last year when they sent down Domi (to the AHL), but obviously there is a plan there, and it was probably a good thing with the season he had," Dubnyk said. "That first goal (the pass to Duclair and the finish) was pretty ridiculous. Those guys are going to be pretty exciting in this building."

Minnesota center Mikael Granlund answered 22 seconds later when both Coyotes defenseman got caught defending Pominville, who fed Parise. The right winger set up Granlund for a one-timer from the deep slot for a 4-1 lead.

Domi cut the margin to 4-2 with 9.4 seconds left in the second period. He knocked a puck out of the air, stickhandled around Wild defenseman Jared Spurgeon and beat Dubnyk through the five-hole.

Smith stopped 17 of the 21 shots he faced. Lindback made three saves.

NOTES: Wild G Devan Dubnyk returned to Arizona and started for the first time since the Coyotes traded him last January for a third-round pick. ... Coyotes G Mike Smith made his fourth consecutive start to open the season and played on the back end of a back-to-back set for the second time this season. ... RW Justin Fontaine, who missed Minnesota's first two games with an oblique injury, was in the lineup, replacing rookie Tyler Graovac, who went on injured reserve with a groin injury. Fontaine's return allowed Charlie Coyle to move back to center. ... RW Anthony Duclair became the 16th Coyotes rookie to record a hat trick when he notched the first of his career Wednesday in Anaheim. He is the first Coyotes rookie to have a three-goal game since Daniel Carcillo in 2008.