They had been overwhelmed in opener, lost their composure in Game 2 and found themselves on the brink of elimination despite playing better the third game. Even with a sweep, it would have been considered a good season in Phoenix.
That's just not the makeup of this team.
These desert dogs are at their best when cornered and they took the first step toward digging out of a monumental hole by beating the Kings 2-0 in Los Angeles on Sunday.
There's still a long way to go, starting with Game 5 Tuesday night in the desert, but a chance, even just a slight one, is all this team seems to need.
"We had no other choice; if we didn't show up yesterday, we wouldn't be talking today," Coyotes forward Radim Vrbata said Monday after Phoenix's optional practice at Jobing.com Arena. "We're in the same situation tomorrow. We put ourselves in a bad situation, but tomorrow's mindset will be the same: If we lose, there's no other chance to play."
After grinding series against Chicago and Nashville to reach the conference finals for the first time, Phoenix appeared to be overmatched by the Kings' combination of skill, size and grit.
Los Angeles dominated the opener and the Coyotes' frustration spiraled out of control in Game 2 with a flurry of penalties and questionable hits. Phoenix played better in Los Angeles after losing the first two games at home, yet still ended up losing, unable to sustain momentum more than a few shifts at a time.
Their season on the line, the Coyotes got back to grind-every-shift ways in Game 4, packing in front of goalie Mike Smith on defense, forechecking to create opportunities on offense and winning the individual battles they had lost in the previous three games.
Captain Shane Doan led the way with big hits and two big goals, and Smith had another rise-to-the-moment game in the crease, turning away 36 shots for his third shutout of the playoffs - all on the road.
The Coyotes have played through more adversity in three years than some franchises go through, playing without an owner, no money to chase big-name players and with the uncertainty of wondering where they'll play the next season.
They also tend to play a by-the-seat-of-their-pants style, weathering their opponents' best shot - often numerous shots - before fighting back with a decisive blow. They played in the NHL's first playoff series to open with five overtime games since 1951 against Chicago.
The Coyotes thrive at the brink of calamity and still find themselves on the edge of it, even after finally finding a way to beat the Kings.
"We're in the same boat we were the other night," Coyotes coach Dave Tippett said. "If we don't play well and we don't win, we go home."
And playing at home doesn't necessarily give them an advantage, particularly against Los Angeles.
The Kings are 7-0 away from the Staples Center to match an NHL record. They've also won nine straight road playoff games over two seasons, matching the league record set by the New York Islanders, who won Stanley Cup titles in 1982 and 1983 during their streak.
Two of those wins were during the West finals.
Los Angeles opened with a dominating 4-2 win that could have been worse and handled the Coyotes in Game 2's 4-0 win that featured 13 penalties by Phoenix.
The Kings don't change their style just because they're on the road and don't get caught up in where they're playing, so Game 5 is just another game to them.
"Try and win the next game; could be in Tucson or Toledo or in Los Angeles," Kings coach Darryl Sutter said before the team left for Phoenix on Monday. "To me it has no bearing on anything. It's always now, today and tomorrow, not last week, next week."
And it's not as if the Kings are going to change everything up after losing just one game. They, too, have faced some adversity.
Los Angeles struggled early in the season and had to fight just to get into the playoffs. The Kings faced the West's No. 1 seed in the opening round and didn't flinch, fighting back to win Game 5 in Vancouver. Underdogs again in the second round, they blew past St. Louis, sweeping away the No. 2 seed.
After all that, giving the third-seeded Coyotes a glimmer of hope certainly isn't going to leave the Kings flustered. If anything, it will likely harden their resolve to get this series over with and move on to the Stanley Cup finals for the first time since 1993.
"I think this team has handled adversity pretty well all year considering the type of year we had," Kings captain Dustin Brown said. "This time of year it's about sticking together. We lost one game. It's a matter of rebounding."