Jonathan Marchessault had two assists for Vegas (31-18-4), which has won two in a row after going 0-2-2 in its previous four.
Logan Thompson allowed one goal on 24 shots before leaving at 1:19 of the third period with an apparent lower-body injury after stretching out on a save. Adin Hill made four saves in relief.
"He's moving around, but we'll get an MRI in the morning," Cassidy said of Thompson. "We'll have a much better idea and hopefully we get good news. I mean, we've been injured at every position this year, so it almost feels like, hopefully, this is a quick one, but I don't know until tomorrow."
Kirill Kaprizov scored to extend his point streak to eight games for Minnesota (27-20-4), which has lost three in a row, including 4-1 at the Dallas Stars on Wednesday.
"We can't be happy with our efforts here, but you've got to turn it around as quick as possible," Wild captain Jared Spurgeon said. "We have a great opportunity here, with the homestand, to get rolling again. We can't be pouting, there's a lot of hockey left.
"We're not playing our best, and it definitely isn't our best hockey when we're losing games like this, where we're making mistakes we weren't making earlier when we were winning games. We've got to get back to that."
Marc-Andre Fleury allowed five goals on 23 shots and was pulled after the second period. Filip Gustavsson made eight saves in relief.
"There's no blame for Marc-Andre Fleury, and his teammates said that in between the second and third period," Wild coach Dean Evason said. "Exactly that. Everybody knows what happened."