Brodin put the Wild ahead 2-1 at 1:40 of the third after Chychrun turned the puck over to Joel Eriksson Ek in the slot.
"We felt like we were coming, but we took a couple of more penalties and we get out of our rhythm again," Evason said. "It would have been nice to play 5-on-5 and just be able to shut down, but we weren't able to do that."
Arizona had five power plays in the first 30 minutes and finished 1-for-6. Minnesota was 0-for-4.
"Five-on-5, I thought we were good," Fleury said. "We turned the puck over and cleared the puck a lot, and were in the zone a bunch, but during that [penalty] time you can't get momentum."
NOTES:Fleury played his 971st NHL game, tying Terry Sawchuk for the fourth-most by a goalie in League history. ... The Wild won their first two games against the Coyotes this season and were 14-2-0 against them the past four seasons. … Kaprizov has eight points (three goals, five assists) during a six-game point streak. He has 10 goals in 14 career games against Arizona. … Coyotes forward Jean-Sebastien Dea had one shot on goal in 7:41 of ice time in his first game for Arizona this season. … McBain was drafted by Minnesota in the third round (No. 63) of the 2018 NHL Draft before being traded to Arizona on March 21 for a second-round pick in the 2022 NHL Draft.