Special teams have been particularly concerning for the Oilers. They're 0-for-6 on the power play and have allowed three goals in five short-handed situations.
Edmonton also gave up a short-handed goal in Game 2 when McDavid blindly played the puck across his own zone to an open wing, where Ducks forward Alex Killorn collected it and found Ryan Poehling in front.
Poehling tipped it in to give Anaheim a 4-2 lead at 15:50 of the second.
"Yeah, special teams weren't good," McDavid conceded. "I still thought we got looks, I still thought we had chances. Obviously, we've got to find a way to score. We can't give up a shortie either. It will come."
Edmonton had the top power play in the NHL this season (30.6 percent). It was 31.9 percent with Leon Draisaitl in the lineup but dropped to 23.5 percent (13th) in the final 14 games of the season with the forward out because of a lower-body injury.
"People forget Leon's just back, (Zach Hyman) is just back," McDavid said. "As good as the power play is, it's still a work in progress. We haven't ran our normal routes and had our normal looks for some time. It's not just a light switch, so we're working at it, obviously, and it will be a part of this series."
The giveaway on the short-handed goal reflected McDavid's frustration through the first two games. Anaheim has done a good job of getting sticks in passing lanes and breaking up plays short-handed and at even strength.
"They're obviously checking hard and they've got good sticks and good players," McDavid said. "And we haven't been as crisp as we'd like, obviously.
"I thought we've done lots of good things. When our game gets little bit slow, that's when we start to lose it a little bit, I think we saw that in the second period, but we sped it up as we went and when we play fast we're tough to handle."
So far, the Ducks have been able to deal with McDavid's speed and is crowding the middle of the ice making it hard for him to attack the net. They've also dictated the pace when Edmonton gets careless with the puck.
"They've switched their style a little bit, kind of sitting back a little bit, sitting in their 1-1-2 (coverage) and making it tough," McDavid said. "We've got to be stubborn with it and keep putting it in and forecheck them and make them come the full way."
Though the Oilers are in a familiar spot with the series tied and heading on the road, McDavid said they have to ramp up the desperation level.
"Obviously," he said. "It's the playoffs and we've got to start going."