GLENDALE, Ariz. (AP) — The Phoenix Coyotes avoided a sweep with a gutty performance in Los Angeles. They couldn't do it again back home in the desert, though the disappointment shouldn't linger too long.

This was, after all, the best season in the franchise's 33-year NHL history.

Unable to capitalize on numerous chances early and late, the Coyotes were knocked out of the playoffs when Dustin Penner scored 17:42 into overtime to give the Los Angeles Kings a 4-3 victory in Game 5 of the Western Conference finals Tuesday night.

"It's disappointing for a season to end like that," Coyotes goalie Mike Smith said. "It stings, it's frustrating. We gave it all we had. We battled all season long."

The Coyotes avoided being swept out of their first conference finals with a 2-0 win in Los Angeles on Sunday. They couldn't extend the series another game despite jumping on the Kings early, unable to stop Los Angeles' waves of skilled players or Penner's final shot.

Taylor Pyatt had a goal and an assist, Marc-Antoine Pouliot and Keith Yandle also scored, and Smith made some superb saves while facing 51 shots.

Still, what a season for the Coyotes.

Playing without an owner for the third straight season, they won their first NHL division title and advanced to the conference finals for the first time. Now they have an owner in waiting and a solid core of young players who could keep this franchise going for the foreseeable future.

"There will be some frustration for a few days," Coyotes coach Dave Tippett said. "But ultimately I think our players should look back and feel good about a lot of the things that they accomplished this year."

The kings of the road, Los Angeles will play for hockey's ultimate prize for the first time since 1993 after taking down the Western Conference's top three seeds.

The Kings knocked off No. 1 Vancouver, the Presidents' Trophy winner, No. 2 St. Louis and rounded it out with a five-game win over the No. 3 Coyotes in the conference finals to become the second No. 8 seed — along with Edmonton in 2006 — to reach the Stanley Cup finals.

They played hard, utilized their skill and size, and won away from home like no other team in NHL history.

After losing Game 4 at home, Los Angeles closed out Phoenix for its NHL record eighth straight road victory of the playoffs. The Kings became the first team to go undefeated on the road en route to the Stanley Cup finals and have won 10 straight road playoff games over two seasons, another record.

Anze Kopitar scored Los Angeles' fifth short-handed goal of the playoffs, Drew Doughty had a goal an assist, and Mike Richards also scored for Los Angeles. Jonathan Quick had some big saves in the third period and overtime, and Penner capped it by gathering a bouncing puck and beating Smith for his third goal of the playoffs.

Next up for the Kings is a trip to the New York metropolitan area. They will play Game 1 on May 30 at either the New York Rangers or the New Jersey Devils. Los Angeles last played in the final round 19 years ago, vs. Montreal.

"There hasn't been much success as an organization, but we've got an opportunity to play for the Cup," said Kings captain Dustin Brown, who angered the Coyotes with a hit that knocked defenseman Michal Rozsival from the game just before Penner's goal. "But there's still a lot of work to be done."

Phoenix's work is done.

"I have been knocked out in the first round a lot and you think it is going to feel better when you get to the next round, but I don't care when you get knocked out," Coyotes captain Shane Doan said. "It feels awful and you don't want to be a part of it and you wish you could keep going."

Riding the confidence carryover from Game 4, the Coyotes dominated early, controlling the puck, giving the Kings little room in the neutral zone or anywhere else. Phoenix had some good scoring chances early and Pyatt cashed in on a power play, redirecting Martin Hanzal's one-timer in the slot 4:20 into the game.

Despite numerous other good chances, including a couple on a power play, the Coyotes couldn't get another puck past Quick in the first period. Adding to it, the Kings snatched a little momentum back with Kopitar's short-handed goal, on a redirect of a shot by Doughty after Smith was called for icing.

"We didn't capitalize on a power play early, a couple other opportunities, couldn't push the game along," Tippett said. "We knew it was going to be a tight game. It ended up that way."

The second period wound up being a shootout.

Pouliot gave Phoenix the lead back by flipping a backhander past Quick on a loose puck in front for his first career playoff goal. Doughty tied it a few minutes later, scoring from just inside the blue line on a shot Smith had trouble seeing through traffic.

Richards scored on rebound to put Los Angeles up 3-2, Yandle tied it again after a pass by Pyatt caromed off his right leg past Quick.

Both teams had numerous scoring chances in a hectic third period, but both goalies made some superb saves.

They went back and forth in the overtime, too, until Penner finally ended it when a shot by Jeff Carter caromed out front to him in the slot.

"It's the biggest goal of my career so far," Penner said. "Hopefully, there are a couple more waiting in the finals."

NOTES: Coyotes RW Radim Vrbata had an assist on Pyatt's goal for his first point in eight games. ... Los Angeles was 2 for 27 in the series on the power play after going 0 for 4 in Game 5. ... Yandle had nine points in the playoffs, matching Dave Babych's team record for a defenseman set in 1985. ... The Kings are the seventh team to reach the Stanley Cup finals in 14 games (12-2) since the NHL went to a four-round best-of-seven series format in 1987.