McDavid had a goal and three assists, and Leon Draisaitl had two goals and an assist for Edmonton (15-12-2), which is 6-2-1 under coach Ken Hitchcock.
"Offense is something that comes in waves, and for whatever reason, we haven't been able to find it, but we've been solid defensively," McDavid said. "It doesn't really matter how good your offense is, if you're only giving up two a night you're going to be in the game. It was nice to get a few tonight. You have these nights where things go in for you, and you have others where it doesn't flow for you."
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Marcus Foligno and Nino Niederreiter scored for Minnesota (15-12-2), which lost 2-0 to the Calgary Flames on Thursday and is 1-5-0 in its past six games.
Devan Dubnyk allowed three goals on six shots before being pulled at 8:42 of the first period. Alex Stalock made 22 saves.
"I'll take responsibility for this one," Dubnyk said. "They obviously have some guys that can fly, and you have to be able to control them and settle it down if things are going that way. That's my job."
Draisaitl scored at 4:14 of the first period to give the Oilers a 1-0 lead off a cross-ice pass from McDavid. Nugent-Hopkins made it 2-0 at 7:44, getting to a loose puck in front of the net after it was misplayed by Dubnyk. McDavid scored at 8:42 to give the Oilers a 3-0 lead.