P.K. Subban and Kyle Turris scored for Nashville (22-10-5), which has lost four of five (1-4-0).
Dubnyk was making his return, having missed six games because of a lower-body injury before backing up Alex Stalock in a 4-2 win against the Dallas Stars on Wednesday.
Subban tied it 1-1 for Nashville at 10:16 of the first with a slap shot that slipped behind Dubnyk.
"After the first goal, you could have thought, 'First game back, oh, my God, how rusty is [Dubnyk]?'" Wild coach Bruce Boudreau said. "But he made some really good saves. It was really good that they had a lot of long shots so he could get the feel of it back again. That was great. But he stood tall. He did a great job."