Wellington opened the scoring with a brilliant Oskar Zawada header in the 13th minute and dominated the opening 20 minutes.
But once Bruno Fornaroli equalised for the hosts just after the half-hour mark, the Victory gradually took control of the match, creating half a dozen good chances and taking two of them.
The Phoenix struggled to create any decent scoring opportunities after Zawada’s goal until stoppage time, when 3-1 down.
Wellington have always struggled against the Victory in Melbourne, winning there just twice, and despite their recent records, Australian bookmakers still made the hosts favourites.
Perhaps more than anything, this result underlined the ridiculous closeness of this season’s A-League, with just five points separating the teams from third to 11th. The Victory are still bottom in 12th but are now only four points off a playoff place.
Nineteen-year-old Finn Surman replaced the suspended Tim Payne at centre back for his first start of the season. With Josh Laws deputising for the injured Scott Wootton, the Phoenix defence looked green.
Wellington started brightly and Zawada scored with a beautifully flighted header which looped over Victory keeper Matt Acton, dropping in at the far post after a long angled cross from the left by Laws.
The Pole is now second equal in the A-League golden boot race with eight, albeit well behind leader Jamie Maclaren of Melbourne City on 14, and scoring for the fifth game in a row equalled a club record set by Tomer Hemed two seasons ago.
But the Phoenix were caught out by a long early Jake Brimmer cross from the right after half an hour. Oli Sail made a great initial save from Josh Brillante but the ball rebounded to Fornaroli, who scored his second of the season and first for seven games.
The equaliser triggered a good spell for the hosts, who finished the first half strongly, blowing two good chances before the break.
The Victory continued to dominate in the second half and took the lead when Brimmer curled a superb free kick into the top corner in the 54th minute after Surman was perhaps harshly penalised and booked for a challenge just outside the area.
Brimmer could have wrapped up the match in the 76th minute when he slammed a shot against the inside of the post from an uncleared corner. The hosts instead had to wait until stoppage time, when a mix-up between Sail and Surman gave Tomi Juric a simple tap-in to gift-wrap their win.
Last night’s match was the first of four in February across the Tasman for the Phoenix, who next play Macarthur FC next Sunday.
Melbourne Victory 3 (Bruno Fornaroli 32, Jake Brimmer 54, Tomi Juric 91)
Wellington Phoenix 1 (Oskar Zawada 13)