GLENDALE, Ariz. -- For the first time in what is becoming a long, long season for the last-place Arizona Coyotes, they finally made themselves at home.

Derek Stepan set up a goal in the opening minute before scoring Arizona's second goal, and Scott Wedgewood made 27 saves to shut out his former team as the Coyotes defeated the New Jersey Devils 5-0 on Saturday night -- only their seventh win in 29 games.

"Any time you get a win it feels good, especially the year we've been having -- it's been hard to get them," said left winger Jordan Martinook, one of five Coyotes players to score a goal. "Instead of sitting back, we pushed for once."

New Jersey, which won at Colorado 2-1 on Friday night, came in with the NHL's second-best road record (9-2-2) while Arizona owned the league's worst home record (2-8-1) and a three-game losing streak, yet the Coyotes dominated from the start.

Stepan, who had a history of playing well against the Devils while with the New York Rangers, didn't take long to swing the momentum Arizona's way. On his first shift, he turned the puck over on the forecheck and steered a pass to Jason Demers, whose wrist shot -- the first shot of the game -- beat backup goaltender Keith Kinkaid from the right circle with only 34 seconds gone.

"Mistakes are going to happen, we're going to go down in games," Devils left winger Taylor Hall said. "It's a 60-minute game, there's lots of time to come back from it but, tonight, unfortunately, we didn't do the things to come back."

The Coyotes scored the opening goal for the 17th time in 29 games, and this time they built on it to win in regulation on home ice for the first time this season. Their previous two victories at Gila River Arena came in overtime.

Martinook believes the Coyotes benefitted from holding an off-ice workout rather than a full, on-ice practice Friday, the day after a 3-0 loss at Calgary.

"You could see it in Calgary, the guys were running out of juice," Martinook said. "Whenever you can get your legs moving and not exert much energy, you have a lot more juice coming into (the next game)."

Later in the first period, Tobias Rieder tracked down a loose puck in front of the net and tapped it to Stepan at the left goal post, where he shoveled it past Kinkaid, who came in with a 5-1-1 record. Stepan has 13 goals and 14 assists in 34 career games against New Jersey, and nine points in his nine games overall.

"It's tough, we weren't very good and very sharp from the first period," Devils defenseman Andy Greene said. "We needed to come out and build our game and we didn't. We didn't make it hard enough on them all night, and they took advantage of some breakdowns."

Martinook, Alex Goligoski and rookie Dylan Strome later scored for Arizona, with Strome getting his first NHL goal in his 12th game.

While Arizona was killing off three New Jersey power plays, Wedgewood -- traded by New Jersey on Oct. 28, the day the Devils beat the Coyotes 4-3 -- made his biggest save on an undefended, point-blank shot by Stefan Noesen at 12:04 of the second.

"When he has a save like that, everybody on the bench -- it felt like a college basketball team -- was 'Hold me back! Hold me back!' It was incredible," Martinook said.

Wedgewood's shutout was his second in only 14 NHL games. His first came for New Jersey at Pittsburgh on March 24, 2016.

Martinook made it 3-0 late in the second, deflecting Kevin Connauton's shot from the top of the right circle past Kinkaid. Connauton also assisted on Stepan's goal, and his two assists matched his season total in his previous 24 games. Christian Fischer also had two assists.

In the third period, Goligoski scored his third of the season and Strome, the AHL rookie of the month in November, scored in his fifth game of the season.

"I was coming off the bench, and was happy to get a puck in the slot and drive it down. ... It's pretty unbelievable," Strome said of his first career goal.

NOTES: Coyotes G Antti Raanta (upper body) sat out his fifth consecutive game, but could return Sunday at Vegas. ... D Jakob Chychrun, who had offseason knee surgery, could play his first game of 2017-18 Sunday. Chychrun, who appeared in 68 games as a rookie last season, was recalled from AHL's Tucson on Saturday but was scratched for the Devils game. ... New Jersey is 3-2 in the second contest of back-to-back games this season. ... Arizona has played only 12 of its 29 games at home, and goes back on the road for its next four. ... Coyotes rookie C Dylan Strome returned to center, his natural position, after playing several games on the wing following his call-up from Tucson.