Matt Hendricks, David Perron and Ryan Nugent-Hopkins scored for Edmonton. The Oilers have lost six in a row for the second time this season to drop to 15-32-6. Three points ahead of last-place Buffalo, the Oilers have only two wins in their last 13 games.
The Coyotes opened the scoring with 5:43 left in the first period when Antoine Vermette made a cross-ice pass and Boedker beat goalie Ilya Bryzgalov with a wrist shot to the top corner for his 15th goal.
Phoenix took a two-goal lead with 2:50 left in the period after some quick passing allowed Martin Hanzal to put it in front to Vrbata for a power-play goal.
Just over a minute later, Morris fired a shot that beat Bryzgalov to the glove side.
The Coyotes made it 4-0 early in the second period on Ribeiro's tip. Smith assisted on the goal.
Edmonton finally got on the board with 6:43 minutes left in the second when Hendricks redirected Ryan Jones' shot past Smith for his first goal in four games with the Oilers after a trade with Nashville.
The Oilers made it 4-2 1:50 into the third when Perron lifted a backhander past Smith for his team-leading 19th goal. Edmonton cut it to one at 7:50 on Nugent-Hopkins' quick shot.