Sabres forward Cal O'Reilly made it 1-1 with 10:54 left in the third period. Sam Reinhart made a spinning backhanded pass across to O'Reilly, who tapped it past Talbot for his first goal of the season and first since Dec. 21, 2011 as a member of the Arizona Coyotes.
"It was a good feeling, short-lived here, obviously, not getting the win," O'Reilly said. "But it was nice to contribute a little bit."
O'Reilly was recalled from Rochester of the American Hockey League earlier Tuesday.
McDavid gave the Oilers a 1-0 lead 22 seconds into the game when he got in behind Sabres defensemen Jake McCabe and Zach Bogosian and received a pass from Jordan Eberle and put a backhand shot past Lehner.
"I think good players are just able to rise to the occasion," Eberle said. "Obviously scoring in your first shift and then ending it … it's a [heck] of a storybook ending. For him, I think he puts a lot of pressure on himself to fulfill your guys' needs, the media. I know there was a lot of attention coming into this game and obviously the matchup and what not and for him at such an age to change the momentum and rise to the occasion, it's pretty impressive."