McDavid, fourth in the NHL in scoring with 81 points (30 goals, 51 assists) in 55 games, missed his fifth straight game because of an injury to his left quad. He last played Feb. 8 and was placed on injured reserve retroactive to Feb. 9.
Edmonton is 3-1-1 in the games he has missed after a 2-1 overtime loss to the Boston Bruins on Wednesday.
"I talked to him for a minute this morning," Oilers coach Dave Tippett said. "He's getting some treatment, working out with the guys. He's in good spirits."
When the Oilers announced the injury Feb. 11, general manager Ken Holland said he expected McDavid to be out 2-3 weeks.
"That's a normal timeline for this injury," Holland said then. "We're hoping it can be a little bit less, no surgery. It's not long term. We'll double back a week from now to find out if it's more serious. We know what it is, it's a quad injury, it's going to heal. It's just going to need time for treatment."
McDavid traveled to Toronto to work with his doctors during the Oilers' three-game road trip last week.
The Oilers (32-21-7), who lead the Vegas Golden Knights by one point for first place in the Pacific Division, next play the Minnesota Wild on Friday. Edmonton also is without defenseman Oscar Klefbom (shoulder), James Neal (foot) and Zack Kassian (suspended).