Two areas that were advantages for the Blues last season have proved to be disadvantages in the early part of the 2009-10 season.

The Blues built a home-ice advantage at Scottrade Center a year ago, finishing with a record of 23-13-5 in the regular season. They also reached a comfort level on the power play, closing out the season with the eighth-best unit in the NHL.

But after 11 games this season, neither the friendly confines nor the extra attacker have been good for the Blues, who saw those trends continue in a 2-0 loss to Phoenix on Thursday.

The Blues fell to 1-4 this season at Scottrade Center, where the club's 11-game sellout streak was snapped Thursday with a crowd of 18,087. They didn't have much to cheer as the Blues went zero for three on the power play.

The offense was blanked for the first time this season, while Phoenix picked up goals by Daniel Winnik and Taylor Pyatt and improved to 2-0 against the Blues this season. The Blues outshot the Coyotes 32-29.

"Our offensive players have a tough responsibility, but they need to come through for us, and they know that," Blues coach Andy Murray said.

The team was looking to win back-to-back games for only the second time this season, but with Thursday's loss, the Blues haven't taken two in a row since the opening two games in Sweden.

That appears to be tied, in part, to the Blues' failure on the power play since returning from overseas. The team was four for nine with the man-advantage in two games against Detroit, but since coming home, the Blues have scored only two power-play goals on their past 32 opportunities.

The special teams unit has gone five games without a goal, dating to a 5-0 victory over Anaheim on Oct. 17, when it had two against the Ducks.

The drought hit 0 for 20 Thursday, as the Blues misfired on three chances against the Coyotes, who came in ranked 21st in the NHL on the penalty-kill.

"Tonight we had a bunch of chances, we just didn't capitalize," Blues defenseman Erik Johnson said. "I'd be worried if we weren't getting many chances. But when we get those opportunities and set those plays up, we've really got to finish."

The Blues had all three of their power plays in the first period Thursday, including 26 seconds with a 5-on-3 advantage. A lost face-off chewed up most of the time with the two-man advantage.

"You need to have the puck off the face-off," Murray said. "Basically the 5-on-3 was done by the time we got the puck in their zone."

Winnik gave the Coyotes a 1-0 lead 2:48 into the second period on what appeared to be a weak goal against Blues backup goaltender Ty Conklin. Winnik skated down the right wall and let go of a wrist shot that sneaked under the goalie's blocker.

"I think it just clipped (defenseman Eric Brewer's) stick just enough," Conklin said. "But any time a shot is taken from there, you still want to stop it, even if it's moving."

The Blues had a grand opportunity to tie the score with 20 seconds left in the period. David Perron dropped a pass to Erik Johnson, who found Jay McClement in front of the net, but Phoenix goalie Ilya Bryzgalov stoned McClement with a leg save, his biggest during his 11th career shutout.

"I thought it was a bang-bang tap-in," Johnson said. "It was a pretty remarkable save."

In the third period, Pyatt handed the Coyotes a 2-0 lead. Teammate Vernon Fiddler split Blues defensemen Alex Pietrangelo and Eric Brewer with a pass to Pyatt, who beat Conklin just 2:54 into the period.

The Blues pulled Conklin for a sixth attacker with 3:39 remaining but couldn't score. The team has just seven goals in five games at Scottrade Center this season — one in the last two games.