McDavid cruised into the slot and took a pass from Oscar Klefbom before he lifted a top-shelf shot for his ninth game-winning goal of the season. He also collected an assist, which gives him 21 points in his last 11 outings (5-16-21). McDavid, has collected at least two points in his last seven games.
Goalie Mikka Koskinen made 28 saves for the Oilers (32-32-7), who are seven points back of a playoff spot with 11 games remaining.
The Coyotes (36-30-6) currently hold the last playoff spot in the Western Conference, and that single point was much needed for a squad that’s looking to make the playoffs for the first time since 2012.
WATCH | Connor McDavid continues hot streak with OT winner:
The teams traded goals in each of the first two periods, with the Oilers taking a lead both times only to see the Coyotes pull even.
Alex Galchenyuk made the most of Arizona’s next power play with 96 seconds remaining in the opening frame. Galchenyuk gained the puck at the right point, worked to the dot and ripped a top-corner shot home to make it a 1-1 game.
Matthew Benning’s third goal in as many games again put the Oilers ahead at 4:52 of the second period. Benning set up atop the left circle and fired a slap shot for his fifth goal of the year.
Galchenyuk again drew the hosts even 12 seconds later. After Nick Cousins drove to the net, Galchenyuk pounced on the loose puck for his 17th goal of the season.
Arizona netminder Darcy Kuemper made 22 saves.