"Our first period was decent, but the second was not good enough," Daniel Sedin said. "Being down 4-1 against any team is tough. We had a good push-back in the third, but it wasn't enough."
Ryan Miller made 18 saves and lost for the 15th time in his past 17 starts. The Canucks have scored seven goals over the six straight losses.
"We had chances. We had chances in San Jose (a 3-1 loss on Tuesday)," Canucks coach Willie Desjardins said. "But again, it's the same story. We even had chances 6-on-5 [after pulling the goalie], but we just didn't capitalize."
Schenn jumped on a rebound six minutes into the first period to give the Coyotes a 1-0 lead. Schenn's first goal with the Coyotes was his first since Feb. 23, 2016.
"Better late than never," Schenn said. "I mentioned to [coach Dave Tippett] that if it gets into Game 82, I might have to get in front of net on the power play. I can't go the whole season without one. Luckily it didn't come to that."
Vancouver tied it 1-1 when the Sedins set up Goldobin at 7:51 of the first period.
The Coyotes went ahead to stay 55 seconds into the second period. Jakob Chychrun's shot missed the net but bounced off the back boards and right to Vrbata, who banked it in off Miller to make it 2-1.
Burmistrov made it 3-1 when he tapped in Alex Goligoski's pass at the far post at 9:40 of the second. It was Burmistrov's fourth goal in the past four games.
Vrbata's power-play goal gave the Coyotes a 4-1 lead at 16:11 of the second.
Boeser scored his third goal 1:47 into the third period and Daniel Sedin made it 4-3 at 12:40.