In the shootout, Crosby fired a shot high past the blocker of Oilers goalie Cam Talbot for the first goal, and Phil Kessel followed with the deciding goal to help the Penguins improve to 42-16-8 and tie the Columbus Blue Jackets for second place in the Metropolitan Division with 92 points.
"I just kind of came down, at that point the ice is pretty chewed up and you're not going to try anything too fancy," Crosby said. "I tried to keep my head up and get a shot on net."
McDavid leads the NHL scoring race with 75 points (23 goals, 52 assists). He has five more points than Crosby, who is tied for fourth with 70 points, including a League-leading 34 goals.
"[McDavid] was a big, positive factor in our game, he was all over the rink," Oilers coach Todd McLellan said. "He was a threat every time he was out there, in the circle, in the overtime, what else do you want me to say?
"So when he's playing like that, is the inclination to get him out there two out of every three shifts? Well, I'm looking at the stats sheet and it says he played 26 minutes as a forward. We can't play him any more than that."
McDavid was stopped by Penguins goalie Marc-Andre Fleury on a partial breakaway early in the game.
Later in the first period, scrambling to sweep away an Evgeni Malkin shot that had dribbled through Talbot's equipment, McDavid tried to kick the puck to safety, only to have it bounce in off Talbot's leg pad.