First on the power play, he scored on a scramble in front of the goal at 14:51 of the first period. Just more than two minutes later, Carcillo skated into a pass from Niko Kapanen and beat Backstrom with a slap shot from the right face-off circle.
The two tallies marked the first multigoal game for Carcillo in his two-year NHL career.
"We need to be more disciplined in the third period," he said. "We took it to them in the first two periods, but obviously we didn't get the result we wanted."
The effort also marked the second straight multiple goal game for a Phoenix player. Winger Fredrik Sjostrom had a hat trick Thursday at Nashville.
Though the second period was scoreless, each team had several good chances. The best for Phoenix occurred when captain Shane Doan hit the right post with just more than five minutes remaining in the period.
With less than one minute remaining in the middle session, Auld stopped Gaborik in close.
"That was a heart breaker to lose because we played well against a very good team," said Wayne Gretzky, the Phoenix coach. "It was a good effort, but we took three undisciplined penalties late, and two of those cost us the game."
Peter Mueller, the Coyotes' 1st-round pick in 2006, was a healthy scratch. Mueller is scoreless in the Coyotes first four games. ... Minnesota Brian Rolston skated in his 900th NHL game. Rolston has played for New Jersey, Colorado, Boston. ... The attendance was 12,088, the lowest home crowd for Phoenix since last Dec. 21 (12,704) against Edmonton.