Evgeny Kuznetsov had two assists, and Ilya Samsonov made 16 saves for the Capitals (5-0-3), whose season-opening point streak is the second longest in their history (6-0-3 last season). It was Samsonov's fourth NHL shutout in his 49 games.
"I don't think our guys were frustrated (after two periods), but sometimes you try to do more than you should and get outside of what is working for you," Washington coach Peter Laviolette said. "So just staying on point and keeping the pedal down inside of the structure and inside of the system and guys did a really good job."
Karel Vejmelka made 30 saves for the Coyotes (0-7-1), who lost 5-1 at Tampa Bay on Thursday.
"It's bittersweet. It's a lot of good things [tonight], but again, we're not in this business to get moral victories," Arizona coach Andre Tourigny said. "But we need to see the positive and see that it's coming. We're playing better."