The Oilers generated a pair of power plays in the final six minutes of the period as Dominik Kubalik went off for high-sticking and Andrew Shaw got caught holding, but the visitors were unable to convert with the man advantage.
Edmonton outshot Chicago 12-10 through the opening 20 minutes, with Mike Smith making some impressive saves between the Oilers pipes as well.
The Blackhawks dominated the early stages of the middle frame and were rewarded with the game's first goal when Kane whistled a wrist shot to the back of the net after a Dylan Strome faceoff win in the offensive zone. Coming off a 110-point season, Kane collected his second goal and fifth point of 2019-20 with the opening tally.
The home side continued to control the play in the second and earned a pair of power plays of their own, but just as they have done all season thus far, the Oilers penalty killers were equal to the task and killed off both penalties to keep it 1-0.
The Oilers finally got a spark with 2:46 to go in the frame when McDavid exploded down the right side, cut to the net and stuffed a shot past Crawford. Unfortunately, the captain's momentum also forced the net off its moorings and the goal was disallowed.
Chicago outshot Edmonton 17-6 in the middle frame and held a 1-0 lead through 40 minutes.
"In the second period, they pushed and we didn't have enough of an answer for them," said Darnell Nurse, who played 24:29 in the defeat.
"We stretched it out a little bit too much. We know we're at our best when we're playing as units of five all over the ice. We got away from that a little bit. When you get down one, you try to make plays. With the success we've had, we haven't had to rely on that. We have to get back to our structure."
The Oilers controlled the play early in the third as they attempted to tally the equalizer, but the Blackhawks weathered the storm and padded their lead with 13:40 on the clock as Nylander beat Smith with a wrist shot through the five-hole.
McDavid set up Zack Kassian on the doorstep for a golden scoring opportunity midway through the third but Crawford got his pad on it for his top save of the evening. Two minutes later, Smith made his top save of the game, laying out to deny Strome in tight after a cross-crease setup.
Edmonton earned another opportunity to strike with 3:02 left in regulation as Kubalik took a slashing penalty and James Neal scored his League-leading eighth goal of the season - sixth on the PP - to cut the lead in half.
A pulled goalie and timeout with 1:16 remaining set the table for one last ditch effort from the visitors, but Saad scored the empty-netter to seal the deal for Chicago and force the Oilers to settle for a 3-1-0 trip.
"There were a lot of positives that went on throughout the road trip," Nurse said. "It could have been better tonight, but we go back to home ice and home ice games are always huge. We've got to be re-focused when we get back home."
The Oilers return to Rogers Place on Wednesday to host the Philadelphia Flyers and conclude the mini two-game homestand on Friday against the Detroit Red Wings before venturing back out on the road to play the Winnipeg Jets and Minnesota Wild.
