Anze Kopitar and Trevor Moore scored, and Cal Petersen made 20 saves for the Kings (17-21-6), who have lost three of four and remained five points behind the Arizona Coyotes for fourth in the division.
"We played a pretty good 60 minutes," Los Angeles forward Adrian Kempe said. "They're a good team, they are going to have their chances and they have shown all year that they are very hard to play against. … They don't give up a lot, but we tried our best and had some good looks, had a couple tough bounces."
Kaprizov scored his 20th of the season to give Minnesota a 1-0 lead at 7:46 of the first period, deking Kings defenseman Mikey Anderson before shooting under the arm of Petersen.
"He's just so creative," Wild coach Dean Evason said. "You know, the way that he gains speed literally without moving his legs is pretty special, so he can do some special things and we've seen them all this year, and I look forward to seeing a lot more."
Kaprizov is the first rookie in Wild history to score at least 20 goals, and his four-game goal streak is also the longest by a rookie in their history.
"I know I'm biased, but he's putting together a Calder (Trophy) season," Bonino said. "I think he's got the most goals and points (among rookies), and he's obviously a threat every time he's on the ice. His goals are pretty amazing. That first goal, pretty fun to watch."