Thomas Bordeleau and Jacob MacDonald scored for the Sharks.
Adin Hill stopped 14 of 15 shots for the Golden Knights before being replaced midway through the second period by Logan Thompson, who made 13 saves.
Bordeleau put San Jose ahead 1-0 at 6:51 of the second period, finishing a spinning pass from William Eklund from below the goal line.
MacDonald made it 2-0 with a one-timer on the power play at 12:09.
San Jose went 1-for-4 with the man-advantage. Vegas was 0-for-5.
