The Stars (19-16-3) improved to 8-11-2 on the road.
"I remember one goalie coach said, 'The puck for you was really big today,'" said Khudobin, who has seven NHL shutouts. "And I guess that's what it is. But at the same time, I was following the puck. I was calm. And that's what I was focusing for, was to just calm myself and just play. Follow the puck, whatever the shot is going to be, try to find the puck, try to look through the traffic and try to read the plays.
"But overall it was great. Guys did a pretty good job too in front of me, a really good job. Even if you look at the 49 saves, they still blocked a lot of shots (18) and really important shots too."
WATCH: [All Stars vs. Predators highlights]
The Predators (22-14-2) are 0-4-1 in their past five games. It's the first time they've lost five consecutive games since they went 0-4-1 from Jan. 5-14, 2016.
"It's frustrating for us having 49 shots on net and don't score one," defenseman Mattias Ekholm said. "That doesn't happen too often. Usually we get at least one or two past them, but [Khudobin] played good tonight. At the same time, I really don't think maybe more than seven, eight [shots] was really high-danger chances."
Tyler Pitlick gave the Stars a 1-0 lead at 7:20 of the first period on a wrist shot from the left face-off circle.
"It was a good win," Pitlick said. "It was good for us to come together and pull that one out. Obviously, we gave up too many shots, but I thought we beared down and came up big when it mattered."
Mattias Janmark made it 2-0 at 11:09 of the second with a slap shot on the rush. Predators defenseman Matt Irwin lost the puck in the Stars zone to Janmark, who beat goalie Pekka Rinne from the top of the left circle.
"Our goalie was the biggest competitor out there tonight," Dallas forward Tyler Seguin said. "I think our [defensemen] and forwards did a pretty good job of boxing out. There were shifts where they hemmed us in, but I thought they were on the outside most of the time. I thought Khudobin really battled hard tonight."