The team began play as the Winnipeg Jets, one of the founding franchises in the World Hockey Association (WHA), winning championships in three out of the WHA's seven seasons. After the WHA ceased operations, they were absorbed into the National Hockey League. The Jets moved to Phoenix on July 1, 1996, changing their name to the Phoenix Coyotes. In 2014, the team was renamed the Arizona Coyotes.

In 2009-10, the Coyotes qualified for the playoffs on the back of Ilya Bryzgalov's 42 victories. He was runner-up for the Vezina Trophy that season and also a top-five finalist for the Hart Memorial Trophy.

Teemu Selänne broke into the NHL by scoring 76 goals in 1992-93. It remains the league record for most goals by a rookie and earned him the Calder Memorial Trophy as the top first-year player in the NHL.

Shane Doan spent his entire 21-year NHL career with the Winnipeg Jets/Arizona Coyotes. He led the club in scoring from 2003 to 2011 and was the longest serving NHL captain until his retirement, serving as the Coyotes' captain from 2003 to 2017. The Coyotes retired Doan's #19 jersey on February 24, 2019, before a game against the current Winnipeg Jets.

Howler the Coyote wears number 96 on his jersey, representing the year the Winnipeg Jets moved to Arizona, and wears an "M" Designation for Mascot.

Seen by many as one of the NHL's top offensive defenceman, Oliver Ekman-Larsson led the Coyotes in scoring in both the 2014-15 and 2015-16 seasons. In 2018, he signed an eight-year, $66 million contract extension with the Coyotes, and replaced longtime leader Shane Doan as team captain.

After joining the NHL, Tie Domi quickly earned a reputation as an enforcer. In his only full season with the team (1993-94), he racked up 347 minutes in the sin bin.

As the number 27 he wore in Chicago was already worn by Teppo Numminen, Roenick chose number 97, becoming the first player in NHL history to wear number 97.

On October 19, 2013, the Detroit Red Wings pulled their goalie with the seconds winding down in the second period as they attempted to tie the game. Mikael Samuelsson fired a long-range shot towards Coyotes goaltender Mike Smith, who made an easy glove save with five seconds on the clock. Instead of freezing the puck or playing it to the corner to run out the clock, Smith came up firing towards the empty net. The buzzer sounded just as the puck crossed the goal line, and Smith became the sixth goalie in NHL history to score a goal with a direct shot on goal.

The Winnipeg Jets selected Dale Hawerchuk first overall in the 1981 NHL Entry Draft, ahead of fellow future Hall of Famers Ron Francis, Grant Fuhr, and Chris Chelios. Hawerchuk immediately became Winnipeg's star attraction, leading the Jets to what was at the time the largest single season turn-around in NHL history, a 48-point improvement. He became the youngest NHL player in history to reach 100 points (a record since broken by Sidney Crosby in 2006), finishing with 103, and winning the Calder Memorial Trophy as the NHL's Rookie of the Year.