"He did a good job of throwing it on net, and the rebound came right to me, and it was a pretty easy one," Dvorak said.
Theodore scored his third goal in two games to tie it 1-1 at 1:19 of the second period.
Defenseman Victor Soderstrom, the No. 11 pick in the 2019 NHL Draft, made his debut for the Coyotes, who will be without top defenseman Oliver Ekman-Larsson for several weeks because of a lower-body injury. Soderstrom was plus-1 in 15:18.
"I liked his patience," Tocchet said. "I don't think the moment was too big for him. I thought he was fine. I think it's a good steppingstone for him."
The four-game set concludes Sunday at Arizona. The Golden Knights won the first two games at home, 5-2 on Wednesday and 4-2 on Monday.
"Obviously, we're not happy with this," Lehner said. "Now we need a strong effort next game and bounce back."
NOTES: It was Lehner's first loss in six regular-season games with Vegas since being acquired Feb. 24, 2020, in a trade from the Toronto Maple Leafs, who acquired him earlier that day from the Chicago Blackhawks. … For the second time this season, the Golden Knights played with 13 forwards and five defensemen in their lineup, rather than the usual 12 forwards and six defensemen. … Vegas was 1-for-4 on the power play and is 2-for-18 for this season. … The Coyotes are 11-2-4 in their past 17 home games dating to last season. … Soderstrom is the fourth defenseman from the 2019 draft to make his debut (Bowen Byram, Colorado Avalanche; Ville Heinola, Winnipeg Jets; and Tobias Bjornfot, Los Angeles Kings).