Coyle put the Wild on the board with a goal only 40 seconds into the game.
Niederreiter added another goal on the power play less than eight minutes later to make the score 2-0.
Phil Kessel scored to cut the Penguins deficit in half with six and a half minutes left in the 1st period. The goal gave Kessel his 600th career point.
The Penguins comeback effort was short lived, as Coyle scored another goal right before the 1st period ended for his seventh goal of the season and second of the night to put the Wild ahead 3-1.
Wild winger Zach Parise added to the Wild lead when he scored in the 2nd period to extend the lead to 4-1.
Marc-Andre Fleury started in net for the Penguins. The last time he started, the team lost 5-2 to the New York Rangers on Monday.
Bryan Rust scored the Penguins second goal, but their scoring stopped there.
Niederreiter scored his second goal of the night to make the final score 6-2.
The loss is Pittsburgh’s second in three games, after splitting their home and home with the Rangers earlier this week.
The Penguins play again Saturday night when they take on the New Jersey Devils at home.