Marcus Foligno scored the tiebreaking goal in the third period for Minnesota (29-13-3), which defeated Arizona 5-2 here Monday in the first of the two-game set.
The Wild won seven of eight games against the Coyotes this season, outscoring them 32-12.
"When you can win as many games as you can against one certain team, it's huge," Foligno said. "We just played simple (against Arizona), we played hard hockey, a lot of physicality and a lot of depth. It's been a lot of fun playing these guys."
Christian Dvorak scored, and Darcy Kuemper made 19 saves for Arizona (20-22-5), which has lost seven of eight.
"We deserved a better fate, but it's a game of results," Coyotes coach Rick Tocchet said. "It's frustrating, I thought we played well, but they scored their goals when they had their chances."
The Wild are in third place in the Honda West Division, three points behind the second-place Colorado Avalanche. The Coyotes are in fourth, one point ahead of the St. Louis Blues, who have four games in hand. The top four teams will qualify for the Stanley Cup Playoffs.
"It's the best time of the year, this is where you have to start building for the playoffs and ramping up your game and making sure that you're tightening up the little areas that you can tighten up before the playoffs," Talbot said.
After a breakout pass from Joel Eriksson Ek, Foligno drove to the net on the left side from the blue line, held off defenseman Alex Goligoski, and scored inside the near post to make it 2-1 at 4:32.
"Our (line's) breakouts have been kind of sloppy, not a lot of possession coming out, so we actually talked about … how I have to kind of slash through and kind of push the D back," Foligno said. "'Ekker' made a great backhand pass that kind of caught their guy off guard -- I think they had a forward back there -- and so I just put the burners on, skated as hard as I could, and then shot it as hard as I could, and luckily it went in."