McDavid's three-point performance put him up to 33 goals and 84 points - four points back of scoring leader Nikita Kucherov. No. 97 has scored 18 goals in his last 19 games.
"I think he's a little bit sour and a little bit bitter about how the year has gone," said Oilers Head Coach Todd McLellan of McDavid.
"He's not going to go away whimpering."
With one goal and one assist, Ryan Nugent-Hopkins registered career point No. 300. He flanked the wing with McDavid and Pontus Aberg.
"I liked it a lot," said McDavid of his new linemates. "I thought both their games were really good. Nuge was solid defensively and was able to make plays, and Berg has that great shot."
Nugent-Hopkins said he was still finding himself supporting the defencemen down low in the Oilers zone, something pivots do habitually.
"I kind of want to go down there and help out," he said. "If I was first down there, I would stay. It's not that hard to get used to, it's just a habit or tendency to go down and want to help out."
The Oilers were perfect in the special teams department, going 2-for-2 on the power play and 3-for-3 on the penalty kill.
Leon Draisaitl rounded out the scoring with his 22nd of the season on the power play at 16:25 of the third. Ethan Bear registered his second assist in as many games on the play.
"I thought it was a solid effort," said Draisaitl. "I think in the first period, we were a little sloppy. After that, we picked it up. It was a good win for us."
Minnesota dictated much of the pace in the scoreless first period, out-shooting Edmonton 9-1 through the first 10 minutes of play.
Cam Talbot stopped all 12 shots he faced in the opening 20, extending his pad on a Charlie Coyle wraparound to keep the game deadlocked. The Oilers keeper ended the night with 32 saves on 33 shots, good for a .970 save percentage.
"He was great, especially in the first period when we weren't at our best," said McDavid of Talbot. "He let us get our legs under us and ease our way into the game."
The Wild swung out with energy in the middle period, with the top line of Jason Zucker, Eric Staal and Mikael Granlund causing pressure. Zucker's one-timer whistled high and wide of the net and then his goalmouth jam from the side of the post was stymied by Talbot.
Edmonton continued struggling to get pucks through early in the frame, but the home side got a boost from their captain.
First, McDavid weaved around defenceman Ryan Suter, took the puck to the net and dumped a rebound past Dubnyk. Nugent-Hopkins got the lone helper on the play.
Then McDavid notched again while on the man-advantage. He sniped a wrist shot top shelf to give him two goals in the period.
"We don't practice that long this time of the year but when it's time to go, he is very aggressive in practice, he's working on his game and everybody else seems to follow," said McLellan of his captain.
Edmonton entered the final 20 minutes of play looking to protect their two-goal lead.
Darnell Nurse was called for hooking at 3:54 of the stanza, giving the Wild a chance to get on the board. Talbot helped his club preserve the cushion, snaring Zach Parise's clapper from the point as Nino Niederreiter provided a screen.
Coyle got the Wild within one at 9:44 of the third, finishing off a cross-crease pass from Edmonton native Tyler Ennis.
After killing a second Nurse penalty, Talbot robbed a sure goal from Zucker. The Wild forward tossed a backhand while Talbot was moving but the netminder got his blocker on the puck to keep it out.
"I still don't think at the end of the game we're strong enough," said Nugent-Hopkins. "Talbs had to make some incredible saves to keep us with the lead but we got it done. Going forward, we have to find a way to be more confident with the lead."
Draisaitl added an insurance marker on the power play with under four minutes remaining. The German approached on a 3-on-1 and decided to keep and shoot, beating Dubnyk blocker side. Bear broke up a 2-on-1 at the other end of the ice to help jump-start the rush the other way.
Nugent-Hopkins then scored an empty-netter, recording his 300th career NHL point on the play.
The Oilers hit the road for a date with the Calgary Flames on Tuesday.