Tomas Hertl scored for San Jose, and Martin Jones made 23 saves.
"When your team plays hard and your team plays well, and you still lose the game, it's a lot easier to swallow than when you beat yourselves, and I don't think we beat ourselves tonight," Sharks coach Bob Boughner said. "We didn't find enough offense, but I don't think you can say after the game that the team on the other side really handled us and really outplayed us and we just didn't show up. That's not the case."
The Golden Knights rotated Fleury and Robin Lehner through the first nine games, but Lehner missed his second consecutive game with an upper-body injury.
"It's been about a year since I've had three games in a row," said Fleury, who is 6-1-0 this season. "When you split [starts], you always get time for rest and to prepare for your next matchup. I feel like you feel the game a little better [playing more], feel more relaxed. You can feel more comfortable from the start."
Marchessault scored at 13:13 of the first period to give the Golden Knights a 1-0 lead, his third goal in five games. Stone made it 2-0 at 9:56 of the second period with a backhand off a rebound.
Hertl cut it to 2-1 at 18:39 of the second period on a 2-on-1. Stephenson made it 3-1 at 6:45 of the third period when the puck deflected off his skate.