McDavid had two shots on goal playing 23:14 in a 4-1 loss to the Winnipeg Jets in Game 1 at Rogers Place.
Game 2 in the best-of-7 series is here Friday (9 p.m. ET, NBCSN, CBC, SN, TVAS).
McDavid, a center, scored 22 points (seven goals, 15 assists) in nine regular-season games against the Jets.
"I actually didn't mind our game," the Oilers captain said. "I thought we did a lot of good things. I thought we had the puck a lot of the night, played in their zone, put a lot of pucks there. Just didn't find a way to get one. That's the way it goes. They get a tip (Dominic Toninato's tiebreaking third-period goal), we don't. That's playoff hockey."
McDavid scored 33 goals with 72 assists in 56 regular-season games
to win the Art Ross Trophy
for the third time.