"Me and Jiri have been practicing that play all season," Cleary said. "It kind of popped out to him and he made a nice little pass and I wanted to get it on net and high. Bryzgalov's a big goalie, he takes up a lot of the bottom of the net."
He also said Detroit got back to the way it normally plays in the third period.
"We all know what we're capable of if we stick to the game plan and do what we're told and work our system," Cleary said. "We did that in the third period."
Phoenix scored twice in the second period to take a 2-1 lead.
Winnik made it 1-1 at 5:17 of the second period when he capitalized on Detroit defenseman Andreas Lilja's giveaway deep in the Red Wings zone. Winnik took the puck, skated in on Osgood, made a fake and put a forehand shot high into the net for his third goal.
Sjostrom gave the Coyotes the lead with 5:40 left in the second period when he put the rebound of a carom off the backboards past Osgood.
"We played OK 5-on-5," Coyotes captain Shane Doan said. "We got beat on specialty teams."
Detroit took a 1-0 lead on Datsyuk's power-play goal 7:46 into the game. His attempted pass deflected in off the skate of Phoenix defenseman Keith Ballard for his ninth of the season.
Bryzgalov, in his seventh consecutive start, dropped his third straight decision after winning the first four once he was claimed off waivers from Anaheim. He was pulled on Friday night after allowing five goals on seven shots in the Coyotes' 6-1 loss at Chicago.
In his first five games with Phoenix, Bryzgalov was 4-1 with a 1.58 goals-against average, and had allowed eight goals on 137 shots.
Phoenix D Ed Jovanovski returned after serving a one-game suspension for hitting Minnesota's Marian Gaborik in the head. ... Detroit C Kris Draper (sprained knee), and LW Kirk Maltby (back) both missed their second games. ... Coyotes RW Radim Vrbata didn't play because of a groin injury. ... Detroit LW Matt Ellis returned after missing three games due to headaches. ... Gretzky's father, Walter, attended the game.
Copyright by STATS LLC and The Associated Press
Arena: Joe Louis Arena Location: Detroit, Michigan
Referees: Fred L'Ecuyer, Don Koharski Linesmen: Mark Pare, Vaughan Rody
Attendance: 18,557 (92.5% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
Pavel Datsyuk (9)
(Power Play) Assists: Henrik Zetterberg, Brian Rafalski
Daniel Winnik (3)
Fredrik Sjostrom (5)
Assists: Nick Boynton, Matt Jones
Henrik Zetterberg (17)
Assists: Brian Rafalski, Chris Osgood
Daniel Cleary (9)
(Power Play) Assists: Jiri Hudler, Niklas Kronwall