Edmonton looked to win the game in regulation with a late 3-2 lead.
But the Coyotes sent the game to overtime with 1:33 left when Upshall poked the puck past Martin Gerber while sliding in on net after being hauled down.
The Coyotes depart for Europe this weekend where they will next play an exhibition game in Riga, Latvia, before moving on to Prague in the Czech Republic to start the regular season against the Boston Bruins.
Copyright by STATS LLC and The Associated Press
Arena: Rexall Place Location: Edmonton, Alberta
Referees: Kevin Pollock, Kyle Rehman Linesmen: Don Henderson, Mark Wheler
Attendance: 15,752 (93.5% full)
Lee Stempniak 1 Assist: David Schlemko, Taylor Pyatt
Kyle Turris 2 Assist: Petr Prucha, Scottie Upshall
Sam Gagner 1 (power play) Assist: Ladislav Smid, Gilbert Brule
Alexandre Giroux 1 Assist: Liam Reddox, Alex Plante
Colin McDonald 1 Assist: Alex Plante, Ryan O'Marra
Scottie Upshall 1 Assist: Petr Prucha
No scoring this period
Sam Gagner shootout attempt against Ilya Bryzgalov: SAVED.
Kyle Turris shootout attempt against Martin Gerber: SAVED.
Dustin Penner shootout attempt against Ilya Bryzgalov: GOAL.
Mikkel Boedker shootout attempt against Martin Gerber: SAVED.
Ales Hemsky shootout attempt against Ilya Bryzgalov: GOAL.