The Wellington team had recovered well from poor first half, where they were barely in the contest against a dominant Wanderers team, to take the initiative in the second spell, with Jaushua Sotirio's 47th minute goal, providing the impetus.
Earlier the Phoenix had made a nervy start to the match.
They were all at sea for most of the 45 minutes, in one of their most disappointing periods of the season. They spent much of the half chasing shadows, and were second to almost everything, as the Wanderers were quicker, more urgent and more precise.
When the Phoenix did get possession they lacked ball speed and their passing was loose. They had few moments of quality inside the final third, while the Wanderers created numerous opportunities, and it was only thanks to the awareness and agility of Stefan Marinovic that the game wasn't out of reach by halftime.
Keanu Baccus went close after five minutes with a well struck shot, before Kwame Yeboah forced a brilliant save from Marinovic, after the striker was put through on goal. The visitors should have gone ahead moments later, when Nicolai Muller found space at the near post but angled his shot just wide.
The Phoenix were huffing and puffing – with no end product – and David Ball's 18th minute yellow card was a product of that frustration, as the striker had barely touched the ball.
Marinovic made two more impressive saves, with Matthew Jurman left in disbelief that his powerful header from a corner didn't find the net.
The Phoenix didn't have much. Rare set pieces were wasted, with poor delivery, and their first moment of real quality came in the 44th minute, when Matti Steinmann and Ball linked well to engineer an opening.
The travelling Yellow Fever fans were providing plenty of noise, part of a modest Auckland crowd of 8,851, but there wasn't much to cheer about.
But everything turned early in the second half, with Sotirio's goal completely changing the complexion of the contest. It started with the long ball from Marinovic, which was cleverly flicked on by Ball, setting Sotiriro through on goal. The former Wanderer kept his composure with a delicate chipped finish. That energised the men in yellow, who started to find room and space.
Sotirio's pass was causing problems, Davila was coming into the match more and substitute Cameron Devlin (on for an injured Alex Rufer) was a busy presence in front of the back four.
But as Wellington were looking to consolidate their lead, the Wanderers picked the lock. A slide rule pass from Daniel Georgievski found the excellent Nicolai Muller, who finished expertly past Marinovic's despairing dive in the 64th minute
Callum McCowatt almost made an instant impact, forcing a brilliant near post save from Daniel Lopar with his second touch, before Davila's late spot kick.
Wellington Phoenix 2 (J Sotirio, U Davila (pen))
Western Sydney Wanderers 1 (N Muller)
Halftime: 0-0
