Ilya Bryzgalov had 29 saves, Martin Hanzal and Vernon Fiddler each scored and the Coyotes blocked a season-high 20 shots to win their fifth straight game and move atop the Pacific Division.
Phoenix also held Washington's top line of Alex Ovechkin, Nicklas Backstrom and Alexander Semin to one point - an assist by Semin on Marcus Johansson's goal in the second period.
Matt Bradley scored in the third period to get Washington back within a goal, but the Caps couldn't get past Bryzgalov even after sending Ovechkin out as a fourth forward late.
Second in the Southeast Division, Washington had scored two goals or less in nine of its past 13 games and had just four total the previous three games. For a team that has 141 combined points from its first line, that's a frustrating turn.
Facing Phoenix, at least on paper, wasn't going to make it any easier.
The Coyotes, after allowing 11 straight goals in a pair of ugly losses, have clamped down defensively, playing much better in their own zone in front of Bryzgalov. He's gotten back to swatting away shot after shot while posting two shutouts and a 0.98 goals-against average in four wins.
Washington got past him the second period on a lucky break.
It came midway through, when Johansson tried to flip a puck through the crease to a charging Semin as he skated behind the goal. Bryzgalov managed to flick it away with his stick, but the puck hit Hanzal high and caromed into the goal.
Hanzal got it right back, though, scooping up a loose puck in the slot and wristing it past Michal Neuvirth 71 seconds later.
Whitney made it 2-1 on a power play late in the period, one-timing a pass from Radim Vrbata not long after Scott Hannan went to the penalty box for throwing an elbow to Scottie Upshall's face.
Bryzgalov turned away the 16 shots that didn't hit his teammates in the period and Fiddler gave the Coyotes a two-goal cushion early in the third on a give-and-go with Upshall.
It didn't last long, though; Bradley answered with a one-timer just 40 seconds later after David Steckel worked the puck through the skates of two Coyotes defenders.
Washington just couldn't do it again, spending the final 2:26 on the penalty kill after Semin was hit with a double-minor for high-sticking.
Notes: Capitals D Mike Green was scratched after playing against the Kings on Saturday. He missed a game last week after being hit in the head by a puck against Pittsburgh on Feb. 6. ... Coyotes D Ed Jovanovski, who's battled injuries this season, was hit in the face with a puck in the second period, but later returned despite his jaw swelling up immediately.