In the his first start against Calgary as a member of the Coyotes, Joseph made 25 saves for his 44th career shutout as Phoenix beat the Flames 2-0 on Monday night.
"We've been on the losing end of a lot of close one-goal games, and fortunately tonight we did a lot of good things," said Joseph, who improved his career mark against the Flames to 25-8-3 with four shutouts.
Mike Ricci scored with 7:14 left in the third period to break the scoreless tie. A hard shot from Fredrik Sjostrom drifted over the net but the puck caromed off the end boards and Ricci knocked the rebound past goalie Miikka Kiprusoff.
Boyd Devereaux added an empty net goal with 36 seconds left.
Afterward, Gretzky had high praise for his veteran goaltender.
"He's been outstanding," Gretzky said. "He's really playing with authority and he's playing with a great deal of confidence."
Joseph has allowed three goals in his last three games while playing through a nagging groin injury.
"The players are feeding off him and we can see that in the locker room," Gretzky said. "It's a great story, I'm happy for Curtis and he's deserving of all the accolades he's getting right now."
Calgary had five power-play opportunities in the first period, but Joseph turned away all 11 shots.
"He's been unbelievable and we have to take advantage of these games," said Ricci, playing his first game since missing three with a nose injury.
Kiprusoff stopped 19 shots for the Flames, who have won just once in their last five games.
Phoenix (2-4-1) began a four-game road trip and snapped a three-game winless skid.
The Coyotes missed a chance to extend their lead with about four minutes left in the third period when Oleg Saprykin missed a penalty shot.
Calgary center Matthew Lombardi needed to be helped off the ice after suffering an injury to right leg in a freak fall early in the third period. As he skated out to pressure Saprykin in the Flames'
end, his skates slipped out from under him and he slid heavily feet-first into the side boards.
Former Calgary defenseman Denis Gauthier was out of the Coyotes' lineup with a hand injury suffered Saturday night. Replacing him was Sean O'Donnell, a healthy scratch the previous two games. ... Only six Coyotes in uniform Monday night
(Shane Doan, Paul Mara, Derek Morris, Tyson Nash, Mike Comrie and Sjostrom) were also in the lineup the last time the Flames and Phoenix met on March 31, 2004. ... Calgary has won the previous six meetings between the two teams.