Dubnyk made 27 saves for his second straight victory, and Dustin Penner and Shawn Horcoff each had a goal and an assist in the Oilers' 5-1 win Sunday night.
Robert Nilsson, Fernando Pisani and Aaron Johnson also scored for Edmonton.
Ryane Clowe spoiled Dubnyk's shutout bid, scoring with 3:02 left.
"When it was 5-0, the thought started to creep in," Dubnyk said. "Just a little bit. I didn't get too excited about it. Maybe if I had 20 wins, I might have been a little more desperate to get my first shutout. I was just happy to get another win. Right now I'm just happy to have that winning feeling."
San Jose, coming off losses at Vancouver and Calgary, is 0-5-1 in its last six.
"The frustration level is growing as the days go on," Sharks coach Todd McLellan said. "We didn't really show a lot of emotion in the game until the end of it when it didn't really matter. I'm tired of hearing in our locker room and around the team that adversity is good for us and will pay off in the end.
"It's not going to unless we dig ourselves out of it. There is something missing right now, and we have to figure what it is pretty darn quick."
The Sharks have dropped a point behind Chicago and Phoenix in the race for the top spot in the Western Conference.
"It was quite embarrassing to be honest, to lose that way," goalie Evgeni Nabokov said. "I don't know if this is rock bottom or not, but we are certainly hoping it is. Hopefully we can get back to climbing the hill after this. I think the confidence level is nowhere to be found right now and we have to find it."
On Friday night, Dubnyk beat Detroit in a shootout for his first victory in 14 NHL appearances. He's 2-8-2 overall in his first NHL season.
"This is as close to playoff hockey as we're going to get this year, playing teams that are battling for playoff spots," Oilers forward Sam Gagner said. "We want to treat these situations like playoff games for us, and in the future maybe pull from these experiences."
San Jose had most of the early pressure, including Joe Pavelski's shot that hit the crossbar behind Dubnyk, but Edmonton that struck first, 11:10 into the first period.
Nilsson poked the puck away from Joe Thornton and went in alone, making a nice move on Nabokov to score his 10th goal of the season.
Edmonton made it a two-goal game just over a minute later when the rebound from Ryan Potulny's shot caromed off of a defender to Penner on the doorstep and he was able to slam it home for his 100th NHL goal.
San Jose had a terrific opportunity to cut into the lead with 2 minutes left when Dany Heatley had a clear lane to the net, but couldn't slide the puck under a scrambling Dubnyk.
The Oilers went up 3-0 midway through the second period. Horcoff spotted Tom Gilbert in the slot, and while Nabokov was able to make a glove save on that shot, Pisani was in tight to lift home the rebound.
The Oilers put the game away with 7 minutes left in the third when Ethan Moreau made a great pass through the crease to Horcoff at the other post to make it 4-0.
Edmonton made it a five-goal rout with 5 minutes left when Johnson scored on a shot from the point while the teams were playing four-aside.
NOTES: Gilbert got his 100th career NHL point with a second period assist. ... Sharks defenseman Marc-Edouard Vlasic returned to the lineup after missing the last 17 games because of a lower-body injury.
|Robert Nilsson (10) ASST: NONE|
1 - 0 EDM
|Dustin Penner (27) ASST: Ryan Potulny (11), Marc-Antoine Pouliot (5)|
2 - 0 EDM
|Fernando Pisani (4) ASST: Tom Gilbert (14), Shawn Horcoff (18)|
3 - 0 EDM
|Shawn Horcoff (12) ASST: Ethan Moreau (8), Fernando Pisani (2)|
4 - 0 EDM
|Aaron Johnson (4) ASST: Dustin Penner (28), Andrew Cogliano (14)|
5 - 0 EDM
|Ryane Clowe (18) ASST: Dan Boyle (37), Joe Thornton (65)|
5 - 1 EDM
|Zack Stortini Fighting (maj) against Brad Staubitz|
|Brad Staubitz Fighting (maj) against Zack Stortini|
|Ryan Potulny Roughing against Jamie McGinn|
|Jamie McGinn Roughing against Ryan Potulny|
|Ryane Clowe Slashing against Gilbert Brule|
|Taylor Chorney Holding against Torrey Mitchell|
|Aaron Johnson Hooking against Torrey Mitchell|
|Douglas Murray Interference against Theo Peckham|
|Tom Gilbert Tripping against Manny Malhotra|
|Douglas Murray Fighting (maj) against Zack Stortini|
|Zack Stortini Fighting (maj) against Douglas Murray|
|Mike Comrie Fighting (maj) against Scott Nichol|
|Scott Nichol Fighting (maj) against Mike Comrie|
|Andrew Cogliano Hi-sticking against Marc-Edouard Vlasic|
|Jason Strudwick Slashing against Ryane Clowe|
|Ryane Clowe Roughing against Jason Strudwick|