Roenick, who began his career with the Blackhawks, had a goal and an assist Sunday to help Phoenix win its season-high sixth straight, 4-2 over Chicago.
Michael Zigomanis, Fredrik Sjostrom and Oleg Saprykin also scored for Phoenix, which hasn't lost in regulation in its last eight, going 7-0-1. The Coyotes also improved to 4-0-0 on a five-game road trip.
"I know he (Roenick) was a little bit excited today," Phoenix coach Wayne Gretzky said. "I know he loved playing in this city and it was a good day for him."
Roenick, who turns 37 on Jan. 17, played his first eight-plus NHL seasons with the Blackhawks. Heading into Sunday's game, he was aware it could be his last in Chicago.
"I was really conscious that it could be," Roenick said. "I tried to soak it all in as much as I could.
"I hope it's not, but it could have been," he added. "It's nice to finish it off with a win, with a goal and an assist."
The Coyotes' Mikael Tellqvist made 32 saves, including several on tough chances in the third period.
"They came at me and we got into some penalty trouble, but got out of it," Tellqvist said.
Phoenix was 2-for-5 on the power play against Chicago, and is 10-for-31 with the advantage in its last seven games.
"We're scoring key goals at the right time," Gretzky said. "Today it was a great start and kind of a strange game.
"They didn't play as poorly as the score indicated at 4-1 (after two periods). We were a little bit lucky, but for us it was our third game in three-and-half days on the road."
Roenick says strong fundamental play has fuelled the Coyotes' streak.
"Defensively we're much better," he said. "Our goaltending has been real strong. At the beginning of the year, we weren't getting the saves when we needed to and weren't supporting our goaltenders."
Patrick Sharp and Peter Bondra scored for the Blackhawks, who lost their third straight overall and third straight at home. Chicago has dropped five of its last six.
Like the Coyotes, the Blackhawks played their third game in four days.
"The only thing we can control is our effort," Chicago coach Denis Savard said. "Again tonight, we had enough chances to win.
"We're a tired team having played six games in 10 nights. It's tough sledding, but there's a long way to go and we've got to stay positive."
The Blackhawks were 1-for-5 on the power play Sunday, and 4 for their last 49.
Chicago goalie Nikolai Khabibulin stopped 13 shots.
"I didn't see the puck that well today, even without screens," Khabibulin said. "It's hard to explain."
Sharp's goalmouth deflection opened the scoring 5:04 in and capped a crisp cross-ice passing play.
Jeff Hamilton was at the left point and fed Tony Salmelainen in the right circle. He whipped the puck to Sharp who was driving to the net.
Roenick tied it 18 seconds later on a breakaway. After taking a pass from Travis Roche, Roenick slipped past the Chicago defence and beat Khabibulin.
Zigomanis' power-play goal at 7:45 gave the Coyotes a 2-1 lead. After getting Chicago defenceman Brent Seabrook to turn the wrong way, Zigomanis fired a shot from the left circle.
Sjostrom made it 3-1 at 3:49 of the second when his wrist shot from the top of the left circle beat Khabibulin on the glove side.
Saprykin was credited with a power-play goal with 2:27 left in the second that stretched the Coyote's lead to 4-1. He deflected in Steven Reinprecht's backhand shot during a goalmouth scrum.
Bondra's power-play goal at 9:10 of the third cut it to 4-2. With Tellqvist down, he popped in a rebound of Martin Lapointe's shot from the edge of the crease.
Notes: Chicago LW Martin Havlat missed his second game with a groin injury. He's day-to-day. D Jassen Cullimore sat out with a shoulder injury. ... Blackhawks D and captain Adrian Aucoin was a healthy scratch. "His game and his confidence hasn't been as good as it can be" Savard said after the game. "We expect him to play better." ... Chicago C Colin Fraser, recalled Saturday from Norfolk of the AHL, played his first NHL game. ... Phoenix D Dennis Seidenberg and C Joel Perrault were healthy scratches. C Mike Ricci was not with the team for personal reasons.