Taurasi was 9-for-20 from the floor and 5-for-15 from three-point range. She scored 31 points with four assists and three rebounds. She became the first player in WNBA history to score at least 30 points at age 39 or older.
It was the 50th time in her illustrious career she scored at least 30 points.
However, the Mercury, who were the runners-up for the WNBA championship, fell to 2-3 with the loss.
The Wings got the better of the Mercury thanks to Arike Ogunbowale. She had a game-high of 37 points on 11-of-24 shooting and was 5-for-11 from three-point range. She added five assists and four rebounds and was 10-for-10 from the free-throw line.
Alisha Gray had 16 points and Marina Mabrey scored 13 points.
Phoenix only shot 39.7% from the floor. Taurasi was one of four players who were in double figures but only got two points from their bench.
Diamond DeShields scored 22 points, Tina Charles had 17 points and 11 rebounds, and Shey Peddy scored 10 points. Kristine Anigwe had two points off the bench in seven minutes.
The Associated Press contributed to this report.