Jokinen had two goals and an assist Sunday night and the Coyotes came back from an early two-goal deficit to beat San Jose 4-2, snapping the Sharks' seven-game winning streak.
"We believe 5-on-5 we can play against any team in this league," Jokinen said. "We need to get better every day."
Ilya Bryzgalov made 30 saves for his third win in five games for Phoenix.
"He's making big saves and key saves," Phoenix coach Wayne Gretzky said. "He's really in a groove right now and it's good to see."
Phoenix is 4-4 when its opponent scores the first goal.
"It shows the character of this team," Mueller said. "We wanted this win really bad and that's what we did."
Mueller snapped a 2-2 tie at 2:02 of the second period, beating former Coyotes goalie Brian Boucher on a blast from the point off a pass from Jokinen.
Phoenix held on from there, even as San Jose peppered Bryzgalov with 24 shots over the final two periods.
Jokinen capped the scoring with an empty-net, power-play goal with 17.6 seconds left.
The Coyotes were aided by a 4-minute high-sticking penalty on Boyle with 2:06 remaining and a hooking call against Marc-Edouard Vlasic 30 seconds later, leaving the Sharks short-handed in the closing minutes. Boyle caught Coyotes left wing Daniel Carcillo across the forehead as the players exited the Phoenix zone.
"Danny was trying to create offense and got an errant stick up," Sharks coach Todd McLellan said. "That happens in this game. You can't blame him for it."
The Sharks opened an early lead with a pair of power-play goals. Boyle took advantage of Joe Pavelski's screen at the top of the crease and beat Bryzgalov with a blast from the point at 4:15 of the first period. Clowe made it 2-0 at 10:30 with a wrist shot from the left faceoff circle, with Pavelski again screening Bryzgalov.
"We just felt the one thing we didn't want to do was get caught taking penalties early in the game," Gretzky said. "That's exactly what happened."
The Coyotes tied the game with two goals in 27 seconds starting 97 seconds after Clowe's goal. Tikhonov cut San Jose's lead to 2-1 when he gained control of the puck behind the net, skated to the middle of the left faceoff circle and flung the puck around Boucher's right skate and into the net at 12:07.
"We had a letdown after we got up two-nothing," Boucher said. "I think we were a little bit casual there and it cost us."
Jokinen followed 27 seconds later, corralling a high rebound behind the net off a shot by Zbynek Michalek and beating a sprawling Boucher to the left post for the wraparound goal.
"You've just got to follow your instincts," Jokinen said. "It was a good shot by Z to get the puck through. I saw a little opening, got a little lucky and it went in."
San Jose was whistled for three more minor penalties in the final minute and finished the game with four players in the penalty box. ... Jokinen has three goals and two assists in his past two games. ... Tikhonov had two assists in his first 13 games. ... The Sharks were without goalie Evgeni Nabokov and right wing Jonathan Cheechoo, both of whom are day-to-day. Nabokov sustained a lower-body injury Thursday, while Cheechoo missed his second straight game because of an upper-body injury.