On August 26, 2004, the Flames traded Saprykin, along with Denis Gauthier to the Phoenix Coyotes in exchange for Daymond Langkow. It would be a full year before he joined his new team as the entire 2004–05 NHL season was wiped out by a labour dispute. Saprykin spent the season with CSKA Moscow. Returning to the NHL in 2005–06, Saprykin recorded 25 points in 67 games for the Coyotes. He then had his best NHL season in 2006–07 as he scored 34 points in 59 games with Phoenix. Late in the campaign, on February 27, 2007, the Coyotes traded him, along with a seventh round draft pick to the Ottawa Senators for a second round selection in 2008. In acquiring Saprykin, the Senators praised his work ethic and hoped he would add energy to the team's lineup. He played 12 regular season games with Ottawa and 15 in the 2007 Stanley Cup Playoffs, and recorded a goal and an assist in each. The Senators reached the 2007 Stanley Cup Final, but lost the series in five games to the Anaheim Ducks.