Sweden, coming off an impressive win over Russia in the European Hockey Tour final last week, opened the scoring on Jorgen Jonsson's goal 4:32 into the game with the Americans two men short.
Backes started the comeback at 2:15 in the second period, with Kessel setting him up. Chris Clark made it 2-1 midway through the session, and Paul Stastny scored again for the Americans with 2:18 left of the period with Sweden two men short.
Kessel's early third-period goal gave the Americans a 4-1 lead and Hall one-timed a pass from Kessel for the last U.S. goal with less than eight minutes left before a crowd of 8,859 in the Globe Arena.
Anton Stralman and Johan Akerman also scored for Sweden, which captured the Olympic and world championship titles last season for ice hockey's first double.
Sweden, which outshot the Americans 27-22, will open its title defense against Italy on Saturday.