Ovechkin has five goals in his past two games and 31 this season, giving him 15 consecutive seasons with at least 30, tying the NHL record for most to start a career.
"It never gets old, but without my team, without my teammates, I'd never reach [those] milestones, I'd never reach those numbers," he said. "Obviously, it's a team effort. It's still pretty cool. I'm not going to lie."
[WATCH: All Devils vs. Capitals highlights]
Ilya Samsonov made 32 saves to win his ninth straight decision for Washington (32-11-5), which is 5-2-0 in its past seven games.
"I liked our start again," Capitals coach Todd Reirden said. "We manage the puck, we establish our forecheck, we get in, we do some really good things where we're spending time on the offensive zone, they're icing it. They end up putting some pucks out into the neutral zone just to kind of alleviate pressure, and I thought we were coming at them pretty good."
Blake Coleman scored his fourth goal in two games for New Jersey (17-23-7), which is 2-4-1 in its past seven games. Louis Domingue made 13 saves on 15 shots in the first period then did not play because of a lower-body injury. Cory Schneider made 20 saves in relief for the Devils, who defeated the Capitals 5-1 on Saturday.
"We knew they were going to come out because of last game and they're a good team," New Jersey coach Alain Nasreddine said. "[We gave them] a little bit too much respect maybe. Played on our heels waiting to see what was going to happen."
Video: NJD@WSH: Ovi reaches 30 goals 15th straight season
Ovechkin scored twice in the first period and then off a pass from a spinning Tom Wilson at 15:42 of the third period.
"It was sick, obviously," Ovechkin said of Wilson's pass. "Not lots of great players can do that, but you can see how he's grown up as a player, as a leader, and basically he can do everything out there. You can see when he makes that pass, and even [linemate Nicklas Backstrom] said, 'Wow, what a play.'"
Ovechkin, who went to the locker room for stitches after a high stick to the face by Devils forward Miles Wood early in the first period, returned and made it 1-0 at 15:17 during a 5-on-3 power play with a one-timer from the top of the left circle.
"I could just tell when he got that high stick in the first there and then he got [ticked] off, and he always plays better when he's a little [ticked] off," Backstrom said. "So, came back, got a little mad, scored two, and then I was just waiting for the third. That's the story of Ovi, I think."
The Capitals took a 2-0 lead when Ovechkin got the puck after a face-off and scored on a wrist shot from the left circle with 52 seconds left in the first.
Carl Hagelin made it 3-0 when he scored on a one-timer from the slot 16 seconds into the second period.
"They came out ready to play," Nasreddine said of the Capitals. "They kept it simple. They put it behind our [defensemen]. They went to work. Our execution wasn't great early on, which gave them extended [offensive]-zone time."
Video: NJD@WSH: Hagelin strikes quickly in 2nd
The Devils pulled within 3-1 at 1:08 when Nico Hischier skated behind the Capitals net and passed in front to Wayne Simmonds for a goal. Coleman made it 3-2 when he scored a shorthanded goal on a breakaway at 3:34 of the third period.
"He's got great speed," Devils forward Travis Zajac said of Coleman. "He's anticipating plays really well right now and just using his speed. Obviously scoring some goals. He's got confidence on his breakaway and his chances that he's burying."
Jakub Vrana's shot trickled past Schneider at 6:42 to give the Capitals a 4-2 lead.
Video: Enterprise Hat Trick: Ovechkin
They said it
"You can't dip your toe in. I think for probably about a period and a half we played a little timid. Because of that, I don't think you're assertive on the ice, your awareness isn't there, and we gave up a lot of chances early." -- Devils forward Travis Zajac
"I mean, it is amazing. He is a goal-scorer, probably one of the best in history and still [has] some time to be the best one. He's just proving it every year. I don't know what to say about that. He's got an amazing shot, and using it, and I mean, you guys all know what kind of player he is." -- Capitals forward Jakub Vrana on Alex Ovechkin
Need to know
Reirden said Ovechkin will play against the New York Islanders on Saturday and will serve his one-game suspension for skipping the 2020 Honda NHL All-Star Game on Jan. 27 at the Montreal Canadiens. ... Ovechkin tied Mike Gartner, who scored at least 30 goals in his first 15 seasons from 1979-80 through 1993-94, including his first nine seasons with the Capitals. ... Ovechkin has scored 689 NHL goals, one behind Mario Lemieux for 10th in history. ... The Devils were 0-for-4 on the power play and are 1-for-15 over their past five games. ... Simmonds has four points (one goal, three assists) in a four-game point streak.
Devils: At the Columbus Blue Jackets on Saturday (7 p.m. ET; FS-O, MSG+, NHL.TV)
Capitals: At the New York Islanders at Nassau Coliseum on Saturday (1 p.m. ET; ESPN+, MSG+, NBCSWA, NHL.TV)
Video: Ovechkin's hat trick boosts Capitals past Devils