With the game tied at 2, Hanzal took a long lead pass from Zbynek Michalek and beat Dallas goalie Marty Turco on a breakaway for his eighth goal of the season at 13:13 of the second period.
Carcillo put the game away with an empty-netter with 2.7 seconds left, his 11th of the season.
The teams completed a home-and-home, back-to-back situation, with Dallas having won Thursday night's matchup in Glendale, Ariz., 4-2.
Trevor Daley had a goal and Philippe Boucher scored short-handed for Dallas, 3-8-2 in its last 13 games. Despite the slide that knocked them out of first place in the Pacific Division, the Stars have clinched a playoff spot and will meet the Anaheim Ducks in the first round, with Anaheim holding home-ice.
Mikael Tellqvist made 30 saves for the Coyotes, 2-7-1 in their last 10 games. Phoenix will miss the playoffs for the fifth straight season, but the Coyotes took the season series from the Stars, 5-3.
Carcillo, the Coyotes' enforcer with 324 penalty minutes, notched the game's first goal at 2:51 of the opening period on a wrist shot from the slot.
Daley tied it at 1 at 18:10 of the first period, skating to the net and converting Steve Ott's centering pass for Daley's fifth of the season.
Carcillo gave Phoenix a 2-1 lead at 3:49 of the second period, using a lead pass from Steven Reinprecht to beat Turco on a power-play breakaway.
Boucher's first goal since last Oct. 31 tied it at 2 at 4:40 of the second period. With the Stars on the penalty-kill, Boucher, who missed 38 games due to injuries this season, worked a 2-on-1 break with Stu Barnes and scored his second of the season from the right circle.
Notes:@ Phoenix has 61 goals from rookies this season. ...The Coyotes complete the season Sunday at Anaheim. Dallas finishes up on Sunday at home against San Jose. ...For the second straight night, Dallas' scratches included C Brad Richards (soreness) and C Mike Ribeiro (flu). The Stars expect both to be ready for the playoffs.