The trade, announced on Tuesday, ends Domingue's mixed tenure with the Coyotes.
Domingue played well at times as Mike Smith's backup last season but struggled this season after new No. 1 goalie Antti Raanta suffered a pair of lower-body injuries. Domingue went 0-6 with a 4.33 goals-against average before Arizona acquired Scott Wedgewood in a trade with New Jersey.
McGinn has nine goals and eight assists in 89 career NHL games with three teams, including Arizona in 2014-15.
Leighton has appeared in 110 NHL games with four teams, going 37-43-14 with a 2.98 goals-against average.