The center, playing his second game since injuring his left knee in the season finale April 6, gave Edmonton a 2-1 lead at 1:03 of the second period with a power-play goal from low in the left circle off a pass from James Neal. McDavid had three shots playing 20:04.
Tomas Jurco had two goals and an assist, Ethan Bear scored twice, and Neal and Leon Draisaitl each had two assists for the Oilers, who trailed 3-2 entering the third period. Jurco's second goal was the game-winner on the power play at 9:38.
Tucker Poolman had a goal and an assist, CJ Suess and Gabriel Bourque scored, and Connor Hellebuyck made 21 saves for the Jets.
Mike Smith made 18 saves for the Oilers.