McDavid scored at 9:11 of the second period to give Edmonton a 1-0 lead. He collected the puck just outside the Wild blue line, skated around defenseman Ryan Suter, had his first shot stopped by Dubnyk and scored on the rebound.
McDavid made it 2-0 on the power play at 12:00 with a shot from the top of the right face-off circle.
"I'm just looking to finish out the season strong with the team and individually as well," McDavid said. "This is a growing period for our group to feel good about ourselves going into the summer and coming into next year."
Coyle scored at 9:44 of the third period to make it 2-1. Tyler Ennis took a pass from the left boards from Gustav Olofsson, skated around defenseman Kris Russell and made a cross-crease pass to Coyle.
"That wasn't our game in the second period tonight," Coyle said. "We were turning pucks over and we weren't skating and playing simple, which is our recipe for success. We kind of stopped doing that and fed right into their game. You play sloppy like that and you are forced to take penalties and they capitalized."
Draisaitl scored on the power play at 16:25 to make it 3-1. He kept the puck on a 3-on-1 rush and beat Dubnyk low to the blocker side.
Nugent-Hopkins scored into an empty net at 17:27 for a 4-1 lead.
"I think the first period was good," Wild coach Bruce Boudreau said. "Then in the third period, I thought we were taking the play to them until they got the third one and that was sort of it."