The ovation got louder each time Kessel was shown on the screen and reached a fever pitch when he cracked a smile after about a minute.
"Pittsburgh fans are great, phenomenal for doing that," Arizona coach Rick Tocchet said. "Phil got a little [emotional]. He had some chances too. Right after that, he had a couple of chances. It would've been nice for him to score. It was great by the fans and the organization."
Kessel's first of three shots on goal came at 3:34 of the first period. Goalie Tristan Jarry smothered his snap shot, receiving more applause than usual for a routine save.
Later in the period, Kessel had two chances to give the Coyotes the first goal. He shot wide with 3:27 remaining; it bounced to teammate Lawson Crouse, who hit the left post six seconds later.
Clayton Keller found Kessel with a cross-ice pass on a power play less than two minutes later, and Kessel dropped to one knee for a one-timer that went off the left post with 1:38 left.
"I had some chances tonight. I had a lot, actually," said Kessel, who has 17 points (six goals, 11 assists) in 31 games with Arizona. "It didn't work out, but we'll just keep battling. I like our team. I like how we played tonight. If we keep playing like that, we'll win a lot of games."