Nikita Rukavytsya gave the Wanderers the lead in the first half with late substitute Brendon Santalab putting the game beyond doubt with a strike in the dying minutes.
Since their grand-final loss to Brisbane Roar last season the Wanderers have remained winless in the domestic competition.
Rooted to the bottom of the ladder as the only team yet to post a victory this season, the precious three points provide the faintest glimmer of hope of still making the top six, which still lies a massive 12 points away.
The Wanderers were desperately hoping a change of venue would provide a change of fortunes and that it did.
Playing the first ever A-League game at Penrith's Sportingbet Stadium instead of their usual home of Parramatta, the Wanderers kick started their horror domestic campaign.
While not quite matching Melbourne Heart's (City), run of 19 winless games, Western Sydney could not afford another disappointing result.
It was boosted with the return of Socceroos stars, striker Tomi Juric and defender Matthew Spiranovic, but it was Rukavytsya who struck.
Labinot Haliti provided the cross to Rukavytsya who, with a swift turn and powerful strike, opened the scoring in the 18th minute with a left-footed shot to the top right corner.
Rukavytsya looked like doubling the advantage just moments later but shot just wide.
With temperatures soaring into the mid-30s in Sydney's west, play was stopped midway through the first half for a drinks break.
Phoenix emerged eyeing an equaliser with Socceroos striker Nathan Burns charging towards goal before being dispossessed.
Playmaker Michael McGlinchey picked up where he left off, showing his fine touch after regaining possession to force a save from keeper Ante Covic on the half hour mark.
The Wanderers kept up the attack with a long-range Haliti strike just shaving the crossbar and a missile from Mark Bridge drawing a great save from gloveman Glen Moss just before halftime.
With victory to lift Phoenix to third, Ernie Merrick's men returned from the break desperate to score.
McGlinchey and Burns continued to threaten but just couldn't break through the Wanderers backline who fiercely defended their lead.
Roly Bonevacia had two last ditch attempts to level for the visitor but to no avail.
Santalab, who had come on for Juric in the 75th minute, got on the end of a Nick Kalmar ball to send the 12,663 fans in the crowd into raptures with his injury-time goal.
Wanderers coach Tony Popovic admitted he felt a huge sense of relief to finally get the monkey off his back, especially after last week's 2-1 loss to Melbourne City - a game he labelled "the poorest we've been since the start of the club."
But he insists the real test will be trying to back it up when his side faces lowly Newcastle Jets away next week, where a win will take it off the bottom of the ladder.
"It's one win in 14 this season, so for me as a coach you won't see me doing cartwheels about that," he said.
"It was a pressure game and for so many reasons we needed a reaction after last week.
"We played better against Wellington in the other two games this season and got nothing.
"So now the next challenge is going to Newcastle to try to do it again.
"Can we repeat it again? Can we put on an improved performance to try get a win?"
Phoenix coach Ernie Merrick says he couldn't fault his players.
"I thought we totally dominated the second half with nothing to show for it," Merrick said.
"It's very hard to make that final pass or get that shot off in the box when they've got so many numbers in defence."
