Matt Boldy, Maxim Shabanov, Danila Yurov and Joel Eriksson Ek scored for the Wild, Quinn Hughes tallied two assists and Jesper Wallstedt made 21 saves as the Wild (4-1-1) improved to 2-0-0 at home this season.
Rasmus Andersson and William Karlsson scored, and Carter Hart made 24 saves for the Golden Knights (5-2-0), which had won their past four games.
Boldy gave the Wild a 1-0 lead at 11:50 of the first period. He got his own rebound when his initial shot hit off a Vegas defender in the slot. Hughes assisted on the play to extend his season-opening point streak to six games, which is tied for the sixth longest such streak by an American defenseman in NHL history and lengthiest among that list since John-Michael Liles in 2010-11 (nine games).
Shabanov scored a power-play goal, shooting through traffic from the top of the right circle, to make it 2-0 Wild at 14:32.
Yurov gave the Wild a 3-0 lead at 16:57. Bobby Brink fed Yurov, who was left alone on the backdoor, for his fourth helper of the season. Rieger Lorenz, Minnesota's second-round pick (No. 56) in the 2022 NHL Draft, had the secondary assist for his first career point in his second NHL game.
Andersson put Vegas on the board 3-1 at 2:37 of the second period with a slap shot from the point.
Karlsson cut it to 3-2 at 9:25. He and Brett Howden broke into the offensive zone on a 2-on-1 play and Karlsson snapped it past Wallstedt from the high slot.
Eriksson Ek added an empty-netter for the 4-2 final with 1:22 remaining.
Wild forward Nico Sturm sustained an upper-body injury with 2:14 left to play in the first period and did not return. He took a puck up high on a Jared Spurgeon shot through traffic. Sturm left the ice slowly with the help of a trainer and teammate.