But despite their best efforts, Wellington couldn't find an equaliser and remain without a win through their first three games of the new season, while the Jets snapped their own four-match losing streak.
Coach Ufuk Talay made two changes to his starting side, with Matt Ridenton replacing suspended defensive midfielder Alex Rufer and Jaushua Sotirio curiously preferred to Clayton Lewis – a standout in the last game – in attack.
In the opening minutes, Israeli striker Tomer Hemed had appeals for a penalty waved away after he kicked the back of Jets defender Nigel Boogaard's legs in the act of shooting.
Shortly afterwards, Yuel was put through by O'Donovan, sprinted away from the Wellington defence and produced a sublime right-footed finish across Phoenix goalkeeper Stefan Marinovic and in off the far post.
Wellington then had two glorious chances to equalise with Newcastle goalkeeper Jack Duncan producing a brilliant save to deny Luke DeVere's powerful header from a left-wing corner and Davila crashing a left-footed drive from outside the penalty area against the post and away to safety.
The Phoenix continued to dominate possession but with the visitors holding firm, they were reduced to long-range efforts which either flew wide of the goal-frame or were comfortably dealt with by Duncan. Shortly after the break they hit the woodwork for a second time, David Ball meeting Davila's right-wing corner and agonisingly guiding his header against the far post.
The Jets then punished Wellington through a second counter-attacking move as Steven Ugarkovic threaded a pass into the path of the marauding O'Donovan who coolly slotted past the advancing Marinovic.
At 2-0 down, Wellington threw bodies forward in search of a way back into the game, but were denied by a combination of wayward finishing, a packed Jets defence and good goalkeeping from Duncan until Davila's late consolation.
The Phoenix next face the league-leading Central Coast Mariners in Gosford next Sunday.
Wellington Phoenix 1 (Davila pen 85')
Newcastle Jets 2 (Yuel 8', O'Donovan 51')
Phoenix v Jets as it happened: