The Coyotes dropped into a tie for the final playoff spot in the Western Conference with the Dallas Stars, who blanked the Capitals 5-0. Dallas has a game in hand with seven to play.
Ladd's winning shot hit the post and went off Coyotes goalie Thomas Greiss' leg and into the net.
"It's a game of inches," Coyotes coach Dave Tippett said. "There's an extra point there you'd certainly like to have, but it wasn't for lack of trying. It was a fast, hard, tight hockey game. They got a couple of bounces, and we didn't."
The Coyotes had chances. Jets wing Blake Wheeler was whistled for a high-sticking penalty with 1:15 left in overtime, but the Coyotes couldn't take advantage and the game went to a shootout.
Ladd opened the scoring 10:01 into the first period, firing the puck past Greiss from inside the left faceoff circle. Ladd took a pass from Bryan Little, and his wrist shot found the back of the net.
Little extended his points streak to seven games.
The Jets were coming off a frustrating 5-4 overtime loss at Anaheim the night before and wrapped up a five-game trip in Arizona.
"It was a mental grind for a lot of guys, but I think you look at the Anaheim game, we come up with that win, we're looking at a 3-2 (trip)," Ladd said. "So I think we learned a lot about ourselves this trip, and it was nice to finish off this way."
Jets coach Paul Maurice said Pavelec was the difference.
"We knew it wasn't going to be pretty or textbook," Maurice said.
Winnipeg's 1-0 lead after the opening frame marked the first time the Coyotes had trailed on home ice after the first period since Jan. 20 against Toronto.
The Coyotes evened it up 19 seconds into the second period when Zbynek Michalek scored on a close-range shot with Vermette and Mikkel Boedker assisting.
"We played against a team that is below us in the standings," Michalek said. "In a shootout, it's pretty much about luck. We didn't get the point and we've got to move on."
Both teams had good chances in the third period, but shots by Ladd and the Coyotes' Shane Doan and Michalek were blocked or sailed over the net during the seventh minute.
Boedker's shot with 9:50 left in the third hit the post and bounced away. Dustin Byfuglien misfired with 6:25 to play from right in front of the goal, and Phoenix center Kyle Chipchura's shot was saved by Pavelec with 4:30 left in regulation.
"We really can't be worried about them," the Coyotes' Keith Yandle said of the Stars. "They're a good team, they're going to win games. We have to do our part and win games."
The fans in the crowd of 13,724 wore more Jets blue than Coyotes red. The Coyotes heard many "Let's go Jets!" chants throughout the evening. ... The Coyotes were without defenseman David Schlemko (lower-body injury), right wing David Moss (ankle) and goalie Mike Smith (knee), who missed his fourth straight game although he is skating in practice. ... The Jets were without goalie Al Montoya for a second straight game due to injury, so Pavelec got another start. ... The Jets hadn't played at Jobing.com Arena since the Coyotes' home opener in October of the 2011-12 season.
Copyright by STATS LLC and The Associated Press
GLENDALE, AZ - APRIL 01: Goaltender Ondrej Pavelec #31 of the Winnipeg Jets makes a save on the shot as Lauri...