Sanderson scored the only goal in the shootout, and second this season, to give Phoenix a much-needed 2-1 win over the Buffalo Sabres on Thursday night.
The Coyotes' second shooter, Sanderson deked to his forehand and lifted the puck over Buffalo goalie Martin Biron to snap their four-game losing streak.
It was the second winning shootout goal Sanderson has scored this season. He also gave Phoenix a 4-3 shootout win at San Jose in November.
"I don't know what it is," he said. "I've just been fortunate to get the opportunities. It's very nerve-racking and pressure-packed. We wouldn't have been happy with just one point tonight. We needed both of them."
Jason Pominville shot wide on Buffalo's final attempt.
The Coyotes were looking for a strong showing following their lopsided 7-2 loss to Ottawa on Tuesday. Down 1-0 after two periods, they came out flying in the third and tied it 1½ minutes in on Oleg Saprykin's seventh goal of the season.
"Tonight I think we picked up our desperation and urgency," said Coyotes captain Shane Doan. "We need to do that, or else we were going to be in trouble."
Goalie Brian Boucher helped get Phoenix back to .500 with two spectacular saves in overtime. With Buffalo on a rare two-man advantage for 47 seconds, Boucher made point-blank stops on Thomas Vanek and Teppo Numminen to preserve the tie.
Overall, Boucher made six saves during the overtime power play.
"We did a great job," he said about the key penalty kill. "Guys were blocking lanes and we discouraged them from what they wanted to do."
Boucher was making his second consecutive start and third in the last four games.
Pominville scored in regulation for the Sabres, who lost their second straight. He was unable to hit the net, though, with the game on the line as the third Buffalo shooter.
"The hole was there, but I just missed," said Pominville, a rookie. "It's a tough situation to be the '3' guy knowing you have to score. But those are the situations you want to be in."
Pominville gave Buffalo a 1-0 lead with a power-play goal nearly eight minutes into the first period, his fifth of the season.
Biron finished with 39 saves for Buffalo but was unable to stop Sanderson.
"He made the move to his forehand really quick and got the puck up just high enough to get it over my pad," said Biron, who was making his first start in five games. "He executed it pretty well."
"Our effort was really good tonight," Coyotes coach Wayne Gretzky said. "We haven't been that good in the last couple of games as far as effort goes."
The Coyotes played without alternate captain Petr Nedved, who
was benched after going without a goal in his last 16 games. He was replaced by forward Tyson Nash, activated Thursday from the injured list after missing 16 games with an abdominal injury.
Phoenix defenseman Sean O'Donnell served the first game of a two-game suspension handed down by the league after he received his third instigator penalty of the season on Tuesday against Ottawa. ... Buffalo center Jiri Novotny made his NHL debut after being called up from AHL Rochester. He replaced rookie Paul Gaustad, who sustained a slight concussion on Saturday against New Jersey. ... Gretzky rejoined the team after attending his maternal grandmother's funeral in Brantford, Ontario, on Wednesday. ... The Coyotes haven't scored more than two goals since a 6-5 overtime win over Los Angeles on Dec. 29. ... Buffalo center Adam Mair left in the first period with a concussion and didn't return. Coach Lindy Ruff said Mair was being checked out but wasn't optimistic. "I'd put him in the serious category," Ruff said.