Craig Berube, who was hired as an associate on Yeo's staff June 15, 2017, was named interim coach.
The Blues (7-9-3) were shut out for the second straight game and third time in the past four. St. Louis has a goal drought of 142:48, dating to the second period of a 4-1 win at the Vegas Golden Knights on Nov. 16.
WATCH: [All Kings vs. Blues highlights | RELATED: Yeo fired as coach of Blues]
Calvin Petersen made 29 saves for his first NHL shutout, and Matt Luff scored his first NHL goal for the Kings (7-12-1), who won for the second time in the past six games (2-4-0) and fifth in the past 16 (5-11-0).
Petersen made his third NHL start and got his second win in four nights.
"It has to be the top," Petersen said of the shutout among his career accomplishments. "For it to come at this level against that type of competition is very rewarding. At the same time, the amount of effort and sacrifice that the boys put in tonight, it's just as much a shutout on their part as it is on mine."