The 35-year-old Guerin started the scoring in the opening minute and finished it with an empty-net goal. He put the Blues (1-3) ahead 4-3 when he put in his own rebound with 6:18 left in the third.
Petr Cajanek had a goal and three assists, Martin Rucinsky had two assists and Manny Legace played a strong game in goal for St. Louis.
Marion Hossa scored his second goal of the preseason for the Thrashers (2-2). Greg De Vries and Kyle Wanvig also had goals.
Blues left wing Keith Tkachuk left in the first period with lower back spasms and was held out of the remainder of the game as a precautionary measure.
Guerin, who had 13 goals in 70 games last season for the Stars, is one of several established players added in the offseason. His first three goals came on power plays.