The Blues got all their goals in the third period to beat the Wild at Scottrade Center in the preseason finale for both teams.
T.J. Oshie and Patrik Berglund scored 52 seconds apart to turn a 1-0 deficit into a 2-1 lead. David Backes and Chris Stewart chipped in with insurance goals. Alex Pietrangelo had two assists.
"This really from start to end was more our game," coach Ken Hitchcock said. "We looked organized on the ice, we had good spacing. We played a very strong game."
Jared Spurgeon's goal midway through the first period was the only one of the Wild's 19 shots to beat Jaroslav Halak.
Both teams open at home on Thursday: St. Louis hosts the Nashville Predators, while the Los Angeles Kings visit the Xcel Energy Center in St. Paul.