Kyle Brodziak scored twice, Niklas Backstrom returned from a three-game absence to make 35 saves and the NHL-leading Wild beat the Coyotes 4-1 on Saturday night to run their franchise-record road winning streak to seven games.
"I continue to use the word 'impressed' but I am," Wild coach Mike Yeo said. "To see a group like that come in and have a start like that, I was impressed."
The Wild have won six straight overall and 17 of 21 after opening the season 3-3-3.
"We can't stop," Koivu said. "We've got to keep working, go back at it and make it as good as we can. We realize if we keep working hard that can be fun as well. We recognize you work hard, get some wins and that's what makes it fun."
Backstrom, who missed three games because of a strained groin muscle, returned to appear in his 300th career game. The Wild were without Devin Setoguchi, Cal Clutterbuck and Josh Harding, all of whom missed their second consecutive game with unspecified injuries.
"It's the character of our guys," Yeo said. "There's a ton of character in that room and they just like challenges."
Lauri Korpikoski scored with 3:57 to play for the Coyotes, who have lost two straight and four of six.
"It wasn't as if we didn't try," said Phoenix coach Dave Tippett, whose team has been outscored 9-3 in its last two games. "I mean, we had a lot of guys try hard. But trying is one thing. It's what you do after the trying that counts and their opportunities counted and ours didn't."
"It feels good to contribute but that's just a product of what we're doing," Brodziak said.
The Wild struck quickly again in the second, making it 2-0 when Koivu took a pass from Jeff Taffe at the top of the left circle and pushed a one-timer past Smith for his seventh goal and team-leading 21st point.
Brodziak added his second at 11:43 of the second, scooping up a loose puck to the right of the net and beating Smith on a wraparound for his 10th goal.
"Why not," asked Yeo, when Brodziak's position as the team's leading scorer was mentioned. "Why couldn't he be? He goes to that area, knows the game so well and has an incredible attention to detail."
Heatley made it 4-0 with 8:37 remaining, tipping Jared Spurgeon's original shot from the left point past Smith for his ninth goal and the Wild's third power-play goal in four opportunities.
"There's an old saying that says your goaltender can win and lose hockey games and tonight I lost it for the team," Smith said. "It's as simple as that. My game wasn't where it has to be so it has nothing to do with penalty kills or power plays. All four of those goals that went in tonight shouldn't have."
Minnesota extended its franchise record with 43 points in 30 games. ... The Wild are 19-1-0 when allowing two goals or fewer. ... Taffe was playing in his second game since being recalled from Houston on Thursday. ... Korpikoski nearly ended the shutout earlier in the third period when he sent a backhand shot across the crease inches in front of the goal line. ... The Coyotes had won six of the past eight meetings between the teams over the past two seasons (6-1-1).