Marleau's goal broke a 1-1 tie late in the third period when he was able to capitalize on Joe Pavelski's rushing shot from the right side which rebounded perfectly to Marleau on the left side and he tipped it past Coyotes goalie Matt Climie. It Marleau's first goal of the preseason.
Sullivan added a goal 57 seconds later when he took Dany Heatley's pass on a 3-on-2 play and fired it pass Climie.
It was San Jose's first win in four games of the preseason and Phoenix's first loss in the Coyotes' five games.
Earlier in the evening in the other split-squad game, Phoenix defeated San Jose 2-1.
For the second straight night, Antti Niemi played the first two periods for the Sharks. He saved 18 of 19 shots. He was replaced in the third by Alex Stalock.