Bryzgalov made 27 saves to record his seventh shutout of the season and the Coyotes topped the Columbus Blue Jackets 3-0 on Thursday night.
It was the 23rd NHL shutout for Bryzgalov, who tied Nikolai Khabibulin for the franchise lead with 21. Michal Rozsival, Derek Morris and Mikkel Boedker scored for Phoenix, which is 8-1-1 in its last 10 games.
For the second straight game, the Coyotes were sluggish through the first period, managing just nine shots, and the slow start created a challenge for Bryzgalov.
"It's more difficult to play in a game like this," he said. "You have to dig harder, work harder and it's tough to play that way. In the end, we found a way to win and that's all that counts."
Bryzgalov was equal to each task and turned away eight shots in the first period, nine shots in the second and 11 in the third.
"He is an elite player in this league, and I knew that before I got here," Phoenix coach Dave Tippett said of Bryzgalov. "He is top notch, and we rely on him heavily."
With the win, the Coyotes have 93 points and remain in second place in the Pacific Division behind the San Jose Sharks. With the Sharks losing in a shootout to the Kings on Thursday night, San Jose has 95 points with a game in hand to Phoenix. The Coyotes and Sharks play in Phoenix on Saturday.
The Blue Jackets have been shut out in three of their last five games. The lack of scoring remains a huge factor in the Jackets' decline in the Western Conference standings, and their quest for a playoff spot.
"We're not getting any bounces," Columbus captain Rick Nash said. "We just have to work through this, stick with it and the goals will come. Right now, we're snakebitten and nothing is going in."
Phoenix took the lead just under 4 minutes into the second period on a power-play goal by Rozsival. Morris added his fifth of the season with less than 2 minutes left in the period.
Boedker added his third of the season with 4:59 left in the game.
Phoenix had only three shots on Mathieu Garon through the first 13 1/2 minutes, and went 0 for 1 on its only power-play opportunity in the first period. Coming in, the Coyotes were 22nd in the league on the power play.
However, they clicked with the man-advantage early in the middle period. Rozsival, parked to the right of Garon, converted a perfect pass from Vernon Fiddler into his sixth goal of the season, and his second on the power play.
Morris made it 2-0 late in the second when his backhander slid under Garon's glove at 18:44.
"[Garon] was leaving rebounds in the slot, and I guess I was in the right place at the right time," Morris said. "On the play, I was crashing in from the right but saw [captain Shane] Doan crashing as well. I stayed back a little, and the puck happen to bounce my way."
Phoenix's Eric Belanger had a goal disallowed when Taylor Pyatt was in the crease during a second-period power-play attempt. ... With the win, Bryzgalov moved within one victory of tying Bob Essensa (129 wins) for the franchise lead ... The Blue Jackets return home for Vancouver and Florida, and conclude the season with three of their last five games on the road. ... The Coyotes lost forward Lauri Korpikosski with an upper-body injury in the second period. He did not return, and is listed as day-to-day.