Niederreiter has five goals in five games and 11 points in 12 games, including three points Thursday.
WATCH: All Coyotes vs. Wild highlights
Minnesota (29-10-5) is 18-2-1 in its past 21 games and has won 10 of its past 12 at home. The Wild, who lost 4-3 to the New Jersey Devils on Tuesday and blew a 3-1 lead Thursday, have lost consecutive games in regulation once this season.
"If you lose one and you get right back ... I mean, I don't classify losing one as a losing streak, but you certainly like being able to bounce back every night that you lost a game," Minnesota coach Bruce Boudreau said. "It's not going to happen all the time, but you'd certainly like to make an effort of it."
Wild goalie Devan Dubnyk made 20 saves. He is 15-2-0 with 36 goals allowed in his past 17 starts.
Chris Stewart gave Minnesota a 3-1 lead on a breakaway at 16:31 of the second period, but Arizona scored twice in 30 seconds to tie the game. Jakob Chychrun made it 3-2 at 16:54, and Jamie McGinn scored at 17:24.
"We were engaged in that game," Arizona coach Dave Tippett said. "That was a hard game, especially with a hard back-to-back. We had a lot of guys play very hard. We could have used a couple more saves and take a couple of mistakes out of our game. But we're looking for an effort part of it, and that's the first step right now."
Arizona (13-26-6) lost its fourth straight. The Coyotes are 2-12-1 in their past 15 games and 0-6-1 in the past seven road games. Louis Domingue made 21 saves.
"It was a good response game by our team," McGinn said. "We didn't get the result but we'll take the positives out of it and continue to move forward. It's not going to turn over night, but at least the effort was there and the heart was there and we'll take it one step at a time."
Eric Staal scored at 4:39 of the first period to give Minnesota a 1-0 lead. Staal has a Wild-leading 16 goals and 40 points; he scored 39 points in 83 games last season with the Carolina Hurricanes and New York Rangers.
Brendan Perlini scored with a wrist-shot high over Dubnyk's glove at 11:42 to make it 1-1. Niederreiter scored on the power play at 13:37 for a 2-1 lead.