Nikita Rukavytsya broke a drought of his own with the Wanderers forward firing home the first goal of the game in the 18th minute in Penrith.
Western Sydney then secured the three points in second-half stoppage time, after holding on throughout the second half - with Wellington dominating possession, when Brendon Santalab tapped in from Nick Kalmar's cross.
The Wanderers lost last season's A-League grand final to Brisbane Roar and won the AFC Champions League in November to qualify for the Club World Cup.
But at home Tony Popovic's men had struggled, failing to win in their first 13 games of the campaign.
In oppressive heat at Sportingbet Stadium, Rukavytsya gave the home side some hope in the first half that they would claim a breakthrough win when he collected a cross from the left, swivelled and powered his shot into the roof of the net.
Phoenix had over 60 per cent possession throughout the match and seemed destined to equalise but in the 91st minute, substitutes Kalmar and Santalab combined, with the latter scoring his first goal of the season after missing three months through injury.
