Alex Stalock made 19 saves in his third straight start for the Wild (27-24-7), who have lost two in a row and three of four.
"Obviously you want to win, but right now, it's about us in that room," Stalock said. "That's the message we got yesterday, is it's all about the guys in this room. Right now, we've got to win games.
"Everybody knows this time of year is a tough time of year, but we're still professional hockey players. We've got to play games and win games."
Brent Burns' shot deflected off Gambrell for a 1-0 lead at 3:08 of the third period. Burns extended his point streak to five games (six points; two goals, four assists).
Melker Karlsson scored into an empty net with 15 seconds remaining for the 2-0 final.
The Sharks also were without forward Evander Kane, who was suspended three games by the NHL Department of Player Safety for elbowing Winnipeg Jets defenseman Neal Pionk on Friday.
"I think we just keep doing what we're doing," Gambrell said of being without Kane and Erik Karlsson. "Guys are really coming together in the locker room. Really supporting each other on the ice. Just working for each other."