GLENDALE, Ariz. (AP) -- The Phoenix Coyotes played like a team that was distracted.
The loss was Phoenix's second straight since a criminal complaint was filed Monday accusing Coyotes assistant coach Rick Tocchet of financing a gambling ring. Tocchet was granted an indefinite leave of absence by the NHL on Wednesday.
"There is absolutely no excuse for us as players," Coyotes captain Shane Doan said. "It has no effect on us. We just have to be better. For anyone to use that as an excuse is just using an easy way out and being gutless.
Hours before the game, The Associated Press reported Phoenix head coach and part-owner Wayne Gretzky was recorded on a wiretap talking to Tocchet about how the hockey great's wife could avoid being implicated.
Gretzky's wife, actress Janet Jones Gretzky, allegedly bet at least $100,000 on football games over the course of the investigation by New Jersey authorities.
"I'm not going anywhere. I'm still going to coach the Phoenix Coyotes. I've done nothing wrong," Gretzky said immediately after Thursday night's game.
Jones Gretzky has not been charged with a crime.
"At no time did I ever place a wager on my husband's behalf, period," Jones said in a statement provided by the Coyotes on Thursday night. "Other than the occasional horse race, my husband does not bet on any sports."
Coyotes general manager Michael Barnett also met with New Jersey investigators. In a statement released during the third period, he said he cooperated with authorities and answered all their questions honestly. He said he was told he has not violated federal or state laws.
On the ice, the Coyotes lost for the fifth time in the first seven games of their season-long 10-game homestand (2-4-1) and remained in 12th place in the Western Conference, eight points behind idle Los Angeles for the eighth playoff spot.
"We feel we're still in the hunt. You lose anymore and you won't be," Doan said. "The way that we've played in this homestand, it's hard to explain."
"I feel sorry for those guys," Guerin said. "They've got a lot going on, a lot of issues, maybe not with the players on the team but things in the organization that are hard to put aside."
Phoenix recorded 14 first-period shots but had almost no legitimate scoring chances. The Coyotes' best opportunity came with 7:52 left in the first, when Mike Comrie got a step behind the Stars' defense only to have his shot stopped easily by Hedberg.
"I haven't played too much lately, so I tried to be really focused and make sure that I am ready for whatever comes at me," Hedberg said.
Geoff Sanderson finally put Phoenix on the board on its 32nd shot, beating Hedberg on a sharp wrist shot from between the circles at 9:52 of the third period to cut Dallas' lead to 4-1.
Dallas capitalized on its relatively few opportunities, scoring on its fourth shot of the game when Guerin took a pass from Jason Arnott in front of the net and beat Curtis Joseph on a one-timer at 7:39 of the first.
A pair of second-period power-play goals put the game out of reach. Kapanen made it 2-0 at 5:33 of the second when he reached behind Joseph in the crease to tap a loose puck into the net. Morrow extended the lead to 3-0 at 15:32 on a hard shot from between the circles.
"The message today was to prepare for our game and what we need to do to win," Dallas coach Dave Tippett said. "Tonight is the night that it was really put to the test because you cannot get caught up in everything that is going around."
Kapanen got his second goal with 2.7 seconds left in the second period, chipping a long rebound over Joseph's shoulder from the right of the net.
"We like Kapanen's game when he's not scoring, but when he does score it just jumps out at you," Tippett said. "You'll see over the next few weeks in the Olympics how important he is to Team Finland."
Kapanen completed his first career hat trick with a shorthanded goal with 4:03 left in the game.
"It's nice to score goals," Kapanen said. "Even one is nice for me. Three in a row is unbelievable. That was my day for sure."
Kapanen had never scored more than one goal in a game. ... Hedberg was making his first start since Jan. 18 and his first appearance since Jan. 21. ... Zubov has points in 15 of his last 21 games, with five goals and 18 assists during that span.