The Phoenix hadn't lost to the Victorian team since October 2019 – in Ufuk Talay's first game in charge – winning six of seven matches since then.
But they never really looked like maintaining that record, with Western United managing the game well after they went ahead.
It was tough on the Phoenix, who have endured an eventful season but couldn't find their best when it really mattered, though they lifted markedly in the final half hour.
They were unlucky at times, and a superb Reno Piscopo strike hit the crossbar midway through the second half, but the Australian team had the better of the chances.
The Phoenix reverted to their traditional 4-2-2-2 formation, with Clayton Lewis back as a midfield anchor, Gael Sandoval out wide and the English duo of Gary Hooper and David Ball up front.
The Phoenix had made a bright start, before being shocked by the early Western United goal. Prijovic beat Sail at his near post with an unstoppable shot, after the Phoenix defence couldn't deal with a deep cross and it fell to the unmarked Serbian lurking 12 yards out.
It was jarring for the visitors, especially given their struggles in retrieving deficits this season, where they had failed to win a match after conceding the first goal.
It was also a good omen for Western United. Their parsimonious defence had only given up 26 goals in 30 games this campaign, losing just one of the 18 matches where they had taken the lead.
The rest of the half settled into a frustrating pattern, as the Phoenix had plenty of ball but almost no end product. Western United sat in their traditional low block, compressing the spaces effectively and suffocating the Phoenix as they tried to attack.
Wellington were also living dangerously at the back. There were a series of last-ditch interventions, from Sam Sutton, Scott Wootton and Nicholas Pennington among others, while Sail made a couple of strong saves, with the best a sharp reflex stop of a well-directed Jerry Skotadis shot.
After going ahead, Western United were happy to sit back and pounce. They had only 32 per cent possession in the first half but managed 10 shots (five on target) while the Phoenix had little to show for their industry, aside from an early Piscopo strike that Young pushed away.
Connor Pain should have extended the Western United lead early in the second half, his goal bound shot stopped by a brilliant Finn Surman block.
Piscopo hit the crossbar with a stunning 25-metre strike in the 62nd minute, before Western United forward Dylan Wenzel-Halls blazed wide with the goal at his mercy
A great chance fell to substitute Old, who headed over from six yards from a Ball cross, before Young made a miraculous save from McGarry's header, diving full length to claw the ball out of the net.
There were further opportunities in a frenetic finale, with the best falling to Surman, who couldn't cap an impressive match with an unlikely goal, as Western United hung on.
Western United 1 (Alexsandar Prijovic 10')
Wellington Phoenix 0
