Cheechoo scored with 1:54 remaining to give the Sharks a 7-6 comeback victory over the Blues on Saturday night.
Cheechoo got the puck behind the St. Louis net, skated in front and beat goalie Patrick Lalime with a wrist shot from the right circle.
"They kind of left me uncovered to the back door," Cheechoo said. "They were all kind of watching the puck, so I called for it."
The goal was one of several miscues by the Blues, who dropped to 0-3. St. Louis led 5-3 at the start of the third period but gave that lead away. The Blues later led 6-5, then allowed the last two goals.
"When you're up 5-3 going into the third period, you expect to win, regardless of what the rules are," said Blues forward Jamal Mayers, who had two goals. "They won because they worked harder than we did. It's as simple as that."
The victory was the first for San Jose, which dropped the first two games of its season-opening, three-game road trip.
"In the beginning of the season, it's always nice to get a win as quick as possible so you can build on it, especially that kind of win," San Jose goalie Evgeni Nabokov said. "I think our guys deserve a lot of credit."
Down 5-3 after two periods, San Jose tied it with two goals in a 27-second span early in the third period by Tom Preissing and Nicholas Dimitrakos.
Mayers gave the Blues the lead again when he scored from behind the net at 7:09 by banking one off Nabakov, but Brad Stuart tied it with a power-play goal at 12:59.
"We're not going to sit around and feel sorry for ourselves," Mayers said. "I believe in all the guys in this room, and we have the people to turn it around."
San Jose coach Ron Wilson was pleasantly surprised by the way his team played while facing a deficit.
"It was the first kind of adversity we'd faced all year," he said. "In the preseason, we went 7-0, and I don't think we were really trailing anybody.
"For some of the guys, it was an eye-opener. I'm proud that we didn't quit in the third period."
Dimitrakos had two goals to lead the Sharks, and Nils Eckman and Patrick Marleau also scored. Marleau scored on a penalty shot, which was awarded when Blues defenseman Bryce Salvador covered the puck in his crease.
Mayers scored twice, and Christian Backman, Scott Young and Petr Cajanek all scored and had an assist for St. Louis. Jeff Hoggan also scored his first career goal for the Blues.
Blues forward Keith Tkachuk was scratched for the second straight contest due to a sore groin. ... Marleau's goal was the first successful penalty shot for the Sharks since Jan. 23, 2004, when Cheechoo scored against Columbus. ... Cajanek has four assists and five points in three games.