Rookie sensation Ryan Nugent-Hopkins, the No. 1 overall draft pick this year, scored his sixth goal for Edmonton. Theo Peckham netted his first of the season for the Oilers, who had 26 saves from Devan Dubnyk had 26 saves.
The victory was the 100th for Dave Tippett in 177 games as Phoenix coach.
The Coyotes, behind second-period goals by Langkow and Aucoin, were up 2-0 after two periods but the Oilers twice cut their deficit to one.
The 18-year-old Nugent-Hopkins knocked in a deflection in front of the net to cut it to 2-1 with 10½ minutes left, but Phoenix countered with what turned out to be the deciding goal. Barely two minutes later, Gordon scored on a backhand. Quick passes from Radim Vrbata to Ray Whitney to Gordon set up the goal with 8:24 remaining.
With 7:07 to go, Peckham's goal cut it to one again.
The Coyotes scored first when Langkow skated to the right of the Edmonton net, then let loose with a right wrister that found the net just inside of the left post 4:44 into the second period. Keith Yandle and Smith got assists on the quick-striking play.
Midway through the second period, the Coyotes were called for too many men on the ice but killed the penalty to maintain the 1-0 lead.
Phoenix had a 15-11 advantage in shots and one power play in the first period but failed to score against an Oilers team coming off a 3-0 victory at Los Angeles on Thursday night.
The Oilers (8-3-2) hadn't lost since a 3-2 defeat at home against Minnesota on Oct. 20. They had outscored the competition 17-6 during the winning streak.
NOTES: Edmonton D Andy Sutton served the third game of a five-game suspension for his elbow to the head of Colorado's Gabriel Landeskog. Sutton is eligible to return when the Oilers play at Detroit next Friday. ... Phoenix was without C Martin Hanzal for the second straight game because of an undisclosed lower body injury. ... The Oilers were on the second stop of a six-game road trip. ... C Cal O'Reilly made his Coyotes debut after being acquired from Nashville for a fourth-round draft pick.