The talk itself makes no impact, McDavid said.
"It doesn't change anything, honestly," he said. "We expect ourselves to be a good hockey team and we always have. I always tell everyone this: When I came in, in my first year (2015-16), we expected to be a good hockey team. No one else did. And ultimately, we (weren't). And last year, I don't think anyone really thought we'd be very good, again. But internally we believed we'd be a good team and we were. I don't think outside expectation really affects anyone in this room, and that's the way it should be.
"Everyone has their own personal goals for the team and for themselves, and it's up to us to live up to those, not anyone else."
Last season will be helpful, but the Oilers aren't deep in experience when it comes to dealing with high expectations.
For that, they will look to left wing Milan Lucic, who won the Stanley Cup with the Boston Bruins in 2011, and coach Todd McLellan, who was 311-163-66 and went to the playoffs six times in seven seasons as coach of the San Jose Sharks.
"If you're considered to be one of the teams that the 'experts' picked to have a chance, that means you've done a pretty good job with your organization," McLellan said. "But that all happens on paper and there hasn't been a single point awarded yet in the League.
"The tough part about that is that you have to come to play every night. You have to remember how hard it is to win the year prior. And you have to believe it's going to be tougher this year because people will be expecting a little more from you."
General manager Peter Chiarelli said he has asked players and coaches to ignore the hype surrounding the Oilers.