Wellington took the lead through Louis Fenton, the rampaging fullback bombing down the right hand side, combining with Sarpreet Singh before slotting home a clinical effort.

Western Sydney, who had lost Alex Baumjohann in the opening minutes due to injury, managed to strike back through a Brendan Hamill header, the defender's third goal against the Nix.

Hamill's emotion upon scoring was palpable, but after losing the match, the Wanderers' captain could barely put his feelings into words.

"It's very heartbreaking, sloppy defending cost us. That's football, we've got to be better," Hamill said.

"We have to (pick the team up). I've got to be better, everyone's got to be better. We've still got to turn up. We have to work hard for them."

The Wanderers lost Oriol Riera at the stroke of halftime but his replacement, Kwame Yeboah on the 23-year-old's debut back in the A-League, made a remarkable impact.

When Phoenix scored a cracker through Roy Krishna - the Fijian bursting past an onrushing Vedran Janjetovic and scoring from an acute angle - it was against the run of play.

The Wanderers showed fight and Kearyn Baccus equalised shortly after, rifling his 85th minute attempt off the stanchion, but it wasn't enough. Krishna snuck in at the near post and Mark Rudan's celebrations were so vociferous they earned him a yellow card.

The loss is Western Sydney's fourth in four matches at Allianz Stadium, while Wellington are now one point off Melbourne City in fourth place. 

"Incredible finish, we coughed up the lead twice which was really disappointing but to come here and win the game in the dying minutes speaks volumes of where we are as a football club," Andrew Durante said.

"(Roy Krishna) is class, Cillian (Sheridan) when he came on was great as well, he set up Roy for the second and played a role in the third as well."