McDavid had been skating on his own prior to Saturday.
"It feels like nothing's changed," McDavid said. "I didn't want to push it too hard but you have to push it hard enough to ensure that it's healing. I was lucky to work with some great doctors and the Oilers medical team."
McDavid had an NHL career-high 116 points (41 goals, 75 assists) last season, second in the League to Tampa Bay Lightning forward Nikita Kucherov, who had 128 points (41 goals, 87 assists).
It is the second significant injury for McDavid, who was selected No. 1 by Edmonton in the 2015 NHL Draft. He missed 37 games with a fractured clavicle as a rookie in 2015-16.
"I think you take it a little bit slower," McDavid said of his knee injury. "The collarbone is bone and I wasn't afraid to push that. But this is the type of stuff that I've never dealt with before."
The injury was a setback for McDavid and his typical offseason training regimen.
"I'm usually on the ice a lot, especially early, I don't like to take too much time off, that was the main thing that changed," he said. "You can't get back on the ice for a little bit."