Despite playing a more disciplined game, it wasn't enough as the Flames fell 4-2 to the Minnesota Wild Saturday night.
Sean Monahan and Kris Versteeg scored for the homeside at the Scotiabank Saddledome, while Mike Smith made 29 saves. He remains just one win shy of 200 for his career.
Gaudreau collected an assist on Versteeg's powerplay marker, his team leading 11th point of the new campaign.
Chris Stewart, Ryan Suter, Jared Spurgeon and Daniel Winnik lit the lamp for the Wild, while Alex Stalock turned aside 35 shots.
After giving up 20 powerplay chances in their last three games - and being taken to task by coach Glen Gulutzan - the Flames allowed just three man-up chances to Minnesota, which capitalized on one of them.
Calgary went one-for-six on the powerplay.
The Flames came out strong in the first, outshooting the Wild 17-8 in the period. Jaromir Jagr had a handful of quality chances but just couldn't capitalize, bringing the crowd to its feet each time in anticipation of seeing his first tally in the Flaming C.
Jagr later left the game in the first, under evaluation for a lower-body injury, and didn't return.
Stewart opened the scoring with just 11 second left on a two-man Wild powerplay at the 4:49 mark of the second period, taking a sharp angle shot that Smith saved but was able to bat the rebound out of the air short-side over Smith's blocker.
Sean Monahan had a brilliant chance to tie it up with less than seven minutes left in the second stanza. Parked at the top of the crease, he tipped a Michael Frolik point-shot through his legs that beat Stalock but not the right post.
However, with just 27.5 seconds left in the second, Monahan made good on his next chance, redirecting a Troy Brouwer pass into an open cage.
The Wild lost a challenge on the goal, after arguing the Flames were offside. As per the new rules, they were given a bench minor delay of game penalty.
Just 23 seconds into the third period, Wild defenceman Suter took a slashing penalty on Gaudreau, giving Calgary a two-man advantage. Versteeg wasted little time, losing the handle on the puck as he skated across the crease but banging in the loose puck on his second crack at it just 20 seconds after Suter sat down in the box.
Suter made up for his miscue when he scored to tie things up just past the midway point of the period.
Less than two minutes later after a neutral-zone turnover, Spurgeon wired a lazer from a tough angle short-side over Smith's shoulder.
With Smith pulled and Calgary pressing for the equalizer, Winnik scored into the empty net to seal the deal.
ONE-TIMERS: Mikael Backlund is just four goals away from hitting the 100 plateau … A pair of Flames had notable career firsts against the Wild: TJ Brodie scored his first NHL goal against Minny on Nov. 27, 2011; Michael Stone recorded his first NHL point against the Wild on Mar. 8, 2012.
NEXT UP: The Flames head out on the road for a pair of back-to-back tilts in Nashville (Tuesday, 6 p.m., TV: Sportsnet Flames, Radio: Sportsnet960 The Fan) and St. Louis (Wednesday, 6 p.m., TV: Sportsnet One, Radio: Sportsnet960 The Fan), before a home date with Dallas (Friday, 7 p.m., TV: Sportsnet 360, Radio: Sportsnet960 The Fan).