LOS ANGELES (AP) -- Craig Conroy made sure that Alexander Frolov's third consecutive two-goal game wasn't wasted.
Conroy netted the go-ahead score with 11 minutes left, leading Los Angeles to a 5-3 victory over the Phoenix Coyotes on Saturday. The Kings, who gave up three goals in a 3:10 minute span late in the third period of a 4-3 loss to Philadelphia on Thursday, surrendered three goals on seven shots by the Coyotes to blow a 3-0 advantage.
"We battled so hard to get that three-goal lead, I mean, that should almost be game over," Conroy said. "Little mistakes have been costing us big time. We've got to regroup and find ways not to let that happen."
Frolov is the first Kings player with three consecutive multi-goal games since March 1993, when Luc Robitaille had a had trick against Calgary and followed that with two-goal efforts against Ottawa and Edmonton.
"Fro is about as hot as anybody in the league right now," Conroy said. "He's got that little bit of swagger and confidence in his game -- especially right now. He's feeling it. He feels like every time the puck is on his stick, it's got a chance to go in. And when you play with a guy like that, you want to give him the puck as many times as possible and let him dictate what's going to happen out there."
Rob Blake also had a power-play goal for Los Angeles, and Scott Thornton scored into an empty net with 14.1 seconds left on an assist from Frolov.
Georges Laraque and Yanic Perreault scored 42 seconds apart, narrowing the gap to 3-2 with 18:37 left in the second period, and Oleg Saprykin's fluke goal tied it with 13½ minutes remaining. Laraque passed the puck into the slot, where it took a weird bounce toward the net off Saprykin's stick and fluttered over goalie Dan Cloutier's left shoulder and caromed in off the post.
But this time, the Kings didn't fold. Conroy regained the lead with a slap shot from the top of the left circle that beat relief goalie Curtis Joseph. It was only the second goal for Conroy, who had 22 last season.
"It was a tough loss," Phoenix coach Wayne Gretzky said. "We made a nice comeback, but it's disappointing because we didn't get more out of it. I feel really bad for my guys in there because I thought they gave a real honest effort out there and they deserved better."
Frolov opened the scoring at 11:47 of the first period with a power-play goal, then added a short-handed tally 7 minutes into the second period, driving Phoenix goalie David LeNeveu to the bench after 16 shots.
Owen Nolan was serving a penalty for goaltender interference when Conroy passed the puck out from behind the net, and Frolov one-timed it past LeNeveu's stick for a 1-0 lead.
"He's not getting the job done. It's as simple as that," Gretzky said of his rookie goaltender. "I know he's a better goalie than he's shown. The first goal should have been a save. Your best penalty-killer has got to be the goalie, and that goal got us on our heels."
Blake made it 2-0 at 4:34 of the second, tapping in his own rebound after Lubomir Visnovsky's slap shot went wide of the net.
Phoenix was awarded a power play at 6:05 of the period after Los Angeles was penalized for having too many men on the ice. But the Kings responded 55 seconds later with Frolov's 12th goal of the season and ninth in 10 games.
"Even when we were down, I thought we were playing better than the score indicated," Phoenix defenseman Nick Boynton said. "We stuck to the game plan and we came back, but unfortunately we didn't get the result we wanted."
Sean Avery earned his 100th NHL point with an assist on Blake's goal. ... Frolov also had 12 goals in his first 22 games last season, but only nine in his final 47 contests. ... The Kings had 39 shots on net and are averaging 34.3 over their last 12 games. ... Perreault has five goals in his seven games since signing with the Coyotes on Oct. 29. but no one else on the team has more than four. ... Kings C Derek Armstrong played for the first time since Nov. 4. He missed five games with an injured collarbone. ... The Coyotes have won only one of the last 15 road games against the Kings.