Ersberg made 16 of his 33 saves in the third period, and the Kings converted two costly penalties against Minnesota defenseman Marek Zidlicky into power-play goals by Anze Kopitar and Michal Handzus to beat the Wild 3-1 on Saturday.
"I think really we only had a couple of chances to score. That's not enough. That's not a good effort," Minnesota coach Jacques Lemaire said after his team's fourth straight loss.
"The guys practiced well and they had good energy - and then the game comes the next day and there's nothing. We didn't play good enough against a team who really worked hard today. They moved the puck well, they were strong with the puck and they made great plays. You just have to play better than this."
It is just the second time in the franchise's nine-year history that the Wild have had a four-game losing streak with all four games being decided in regulation. It also occurred in February 2001 during the team's inaugural season.
Brent Burns spoiled Ersberg's shutout bid with 1:53 to play, converting a centering pass from former Kings center Eric Belanger during a power play for his fifth goal. It was the 10th time in 15 starts that Ersberg allowed two goals or fewer.
"Ersberg was great. He was focused and he killed a lot of plays," Kings coach Terry Murray said. "The plays they had at the net were quick plays, hard plays, stuff coming from around the back of the net. Then they end up with a player driving to the net looking for a re-direct, and it goes in."
Kings forward Alexander Frolov scored his 13th goal into an empty net with 26 seconds left. He has scored in eight of his last 11 games.
The Wild have been outscored 9-2 during their current skid, while their goaltenders have made 140 saves during that stretch - including 40 by Niklas Backstrom on Saturday.
"I don't think we expected to come out and get 40 shots against a team that has given up the fewest goals in the NHL, but it was important to come out and play our game," Murray said. "We knew coming off the St. Louis game (a 6-2 win) that we had a little bit of momentum and we wanted to build on it."
Minnesota is 1-for-14 on the power play in its last four games, after setting a club record for most power-play goals over a three-game stretch with 10 in 20 opportunities.
Preceding Burns' goal was a roughing penalty against Kings defenseman Peter Harrold, who went after Minnesota rookie Cal Clutterbuck at center ice and received a roughing penalty in retaliation for Clutterbuck's hard check from behind against Patrick O'Sullivan in front of the Los Angeles bench seconds earlier.
Minnesota's penalty-killing unit came in with a league-best percentage of 89.2, and had allowed just four goals in 53 short-handed situations on the road. But Kopitar opened the scoring at 15:08 of the first period during a goalmouth scramble while Zidlicky was off for interference against Dustin Brown. It was Kopitar's 10th goal and fifth in five games.
"I wouldn't say we weren't ready, but we definitely need to be better to start the game - especially on the road," Minnesota left wing Stephane Veilleux said. "We've been down two goals the last couple of games and we feel under pressure and we play desperate hockey when we shouldn't. We need to find a way to start the games on the right foot. We can't play desperate hockey in this league. Every individual has to give a little more and that's how we're going to get out of that slump as a team."
The Kings got their second goal with 17:02 left in the game while Zidlicky was off for holding Handzus. Matt Greene's slap shot from the right point deflected off teammate Wayne Simmonds' stick and struck the left post, but Handzus banged home the rebound with one second left on the power play.
"I think we've really got a `shot' attitude," Greene said. "If we've got a really good shot coming from the point, then it's going to spread things out and make the penalty killers respect the down-low play a little bit less. And that's how they can really open it up with guys like Kopitar and Brown."
Notes: Burns set a club record for power-play goals by a defenseman last season with eight. ... Minnesota has 40 even-strength goals, the fewest in the league. The Wild are 7-5-1 when they put at least 30 shots on goal. ... Brown, who recorded his first NHL hat trick in Thursday's 6-2 win over St. Louis, entered Saturday second in the league in shots on net with 130 - 37 fewer than Washington's Alex Ovechkin. ... Minnesota was 7-0-1 in its previous eight meetings with Los Angeles. ... Minnesota RW Owen Nolan missed his second straight game because of an injured right leg. ... Minnesota's next game is Sunday in Anaheim. The Wild have faced the Kings and Ducks in back-to-back road games nine other times, winning both games three times and losing both on two occasions. ... The Kings' next game is Monday night at San Jose. The league-leading Sharks opened their season with 3-1 and 1-0 wins in a home-and-home set with Los Angeles.