The Coyotes played unfriendly hosts and took down the Sharks 3-1 following goals in all three periods.
The loss is the second of the preseason for the Sharks.
Joonasa Donskoi scored for San Jose in the first period with assists by Logan Couture and Mikkel Boedker.
But Anthony DeAngelo tied it and Radim Vrbata pushed the Coyotes ahead for good with a goal in the second period.
Shane Doan scored to put the game away for Arizona.
Martin Jones faced 22 shots and made 20 saves for the Sharks.
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San Jose was 0-for-5 on the power play.
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