The loss was Buffalo's first on home ice this season. The team's five consecutive wins at home fell one short of matching the longest such streak to begin a season in franchise history, set in 2006.
Jack Eichel and Jeff Skinner scored the goals for the Sabres. Carter Hutton made 42 saves.
The Coyotes cut their deficit in half with just 1:10 remaining in the first period, when Conor Garland took a shot from along the goal line that leaked in past Carter Hutton for his team-leading sixth goal of the season.
The Sabres seemed to swing momentum back in their favor early in the second period, which found them rolling lines and stringing together long possessions in the offensive zone. Even in those shifts, however, Krueger felt they lacked enough of a net-front presence to beat goalie Darcy Kuemper, who entered the game with a sparkling 1.88 goals-against average.
Carl Soderberg deflected a puck up over Hutton with the Coyotes on the power play to tie the game with 3:28 remaining in the period. The Coyotes kept the play in their favor in the third, outshooting the Sabres 15-6.
"They put pressure on us, for sure," Eichel said. "I thought we still had chances but give them credit, they played well. I thought we had our looks at times, I thought maybe we were on our heels a little bit too much. Give them credit, they worked hard, played a good game.
"We had our chances, so did they. I thought Hutts made some huge saves for us in the third period and kept us in it. We get a point."
Skinner felt the Sabres lacked the offensive-zone time necessary to throw the Coyotes off their game in the final 30 minutes of regulation. The Coyotes entered the game having allowed 13 goals at 5-on-5, the lowest mark in the NHL.
"They like to transition, so they're clogging lanes and turning pucks over and feeding off that and quickly turning it up the other way," Skinner explained. "For us, for whatever reason, we couldn't consistently find a way to break through that and get down there and spend time down there. Ultimately, it led to them transitioning and playing in our end. Obviously, it makes for a long night."
After weathering an overtime period that began with Coyotes maintaining possession for long stretches, the Sabres had a series of good looks to win the game late. Sam Reinhart and Casey Mittelstadt both hit posts, and Mittelstadt saw a backhand shot go high from in tight.
Nick Schmaltz scored the only goal for Arizona in the shootout.
The Sabres now have a luxury they have not net yet had in this young season: three days between games. They will take Tuesday off, then hold two days of practice in preparation for a meeting with the Capitals in Washington on Friday.
Buffalo and Washington are the top two teams in the NHL through 13 games with 20 and 19 points in the standings, respectively.
"It's been quite a month, quite a pace," Krueger said. "Overall, when we take a deep breath tomorrow and look at the month, we're going to be pleased at what's happened here. Then we've got to park it, package it and look at things we did well and the things we need to learn and grow and go back at it with two days of practice in a row."
