Marner collected a pass from Mark Stone following a face-off win in the offensive zone, glided into the high slot and buried a wrist shot glove side for his first overtime winner with Vegas.
Trevor Connelly had a goal and an assist for his first multipoint game in the NHL, and Stone had two assists for the Golden Knights (5-1-0), who have won four in a row. Carter Hart made 26 saves.
Artemi Panarin scored for the Kings (0-2-2), and Darcy Kuemper made 30 saves.
Connelly one-timed a cross-ice pass from Stone on the power play at 2:28 of the second period to give the Golden Knights a 1-0 lead.
Panarin tied it 1-1 at 6:21 with a wrist shot from the high slot that went in off the left post through traffic.
