The center, who led the NHL with 105 points in the 56-game regular season, had five shots on goal playing 26:45 in a
1-0 overtime loss
in Game 2 at Rogers Place on Friday.
"I wouldn't call it concern, but obviously our desperation has to get up," McDavid said. "We've got to be hungry around the net. There are some loose pucks around there that are laying around there that are waiting to be put in the net. We've just got to send them on their way.
"There may be a little hesitation in certain spots, but I think the more we put there, the better the odds."
RELATED: [Complete Jets vs. Oilers series coverage]
Game 3 of the best-of-7 series is at Winnipeg on Sunday (7:30 p.m. ET; NBCSN, CBC, TVAS, SN), with Game 4 on Monday.
McDavid went two games without a point once this regular season, failing to score in three straight losses to the Toronto Maple Leafs from Feb. 27-March 3. It happened once in the final 64 games he played last season (Dec. 18 and Dec. 20 against the St. Louis Blues and Pittsburgh Penguins).
"You'd like to not have to rely on Connor and Leon [Draisaitl] all the time, but that being said, it's a tight, tight game and you just have to find a way to make that one chance count for you," Edmonton coach Dave Tippett said. "In tight games like this you need contributions throughout your lineup ... defensively. Your offensive players have to play well defensively and everybody has to be expected to chip in.
"When you're in tight, tight games like this, a 0-0 game, it doesn't matter who chips in, you just have to get one."
Draisaitl, who was second to McDavid with 84 points in 56 games, also did not have a point for a second straight game. That happened three times in the regular season: against the Montreal Canadiens Jan. 16-18; against the Toronto on Feb. 27-March 1; and against the Ottawa Senators and Calgary Flames on April 8 and 10.
"I think it's been a group effort (defensively), we have to play as a group of five and our defensemen are doing a really good job," Jets captain Blake Wheeler said. "We're trying to come back and give them help and let our goalie see the puck. It's a good job by everyone back there and [Connor Hellebuyck] made some good saves tonight."