Cheechoo got the puck behind the St. Louis net, skated in front and beat goalie Patrick Lalime with a wrist shot from the right circle.
Down 5-3 after two periods, San Jose tied it with two goals in a 27-second span early in the third period by Tom Preissing and Nicholas Dimitrakos.
Jamal Mayers gave the Blues the lead again when he scored from behind the net at 7:09 by banking one off San Jose goalie Evgeni Nabakov, but Brad Stuart tied it with a power-play goal at 12:59.
Dimitrakos had two goals to lead the Sharks, and Nils Eckman and Patrick Marleau also scored. Marleau scored on a penalty shot, which was awarded when Blues defenseman Bryce Salvador covered the puck in his crease.
Mayers scored twice, and Christian Backman, Scott Young and Petr Cajanek all scored and had an assist for St. Louis. Jeff Hoggan also scored his first career goal for the Blues.
Notes: Blues forward Keith Tkachuk was scratched for the second straight contest due to a sore groin. ... Marleau's goal was the first successful penalty shot for the Sharks since Jan. 23, 2004, when Cheechoo scored against Columbus. ... Cajanek has four assists and five points in three games.