ST. PAUL, Minn. -- Not even a two-goal lead against a team short a couple of defenseman was enough for the Calgary Flames to turn things around.

Devin Setoguchi scored in the fourth round of a shootout in the Minnesota Wild's 3-2 comeback victory over the Flames on Thursday night.

"It's just frustrating," Calgary's Blake Comeau said. "All around it feels like a big letdown and we got to figure it out in the next 48 hours before we play Dallas because it's not going to be easy here on out."

Dany Heatley and Darroll Powe scored in regulation for the Wild. Josh Harding stopped 27 shots and all four Calgary shots in the shootout to hand the Flames their fourth straight loss

Lee Stempniak and Anton Babchuk scored for Calgary, which failed to gain ground in the race for a playoff spot in the Western Conference.

Powe tied it at 2 with 7:37 left in the third when his shot trickled over the goal line. Officials originally ruled no-goal, but changed the call after a replay review.

Minnesota managed to rally despite playing most of the game without defensemen Jared Spurgeon and Marco Scandella. Spurgeon left in the first after getting elbowed in the head, and Scandella left in the second after blocking a shot with his hand.

Forward Matt Cullen filled in on the blue line.

"I told the defensemen that it wasn't that hard," Cullen said, grinning. "By no means am I a smooth backwards skater. But what else are you going to do? We know how to play hockey, so we did what we had to do."

Setoguchi beat Miikka Kipprusoff with a wrist shot on the stick side, and Harding stopped Comeau to seal the victory.

The Flames took a 2-0 lead early in the second period when Babchuk scored unassisted with the Flames on a 5-on-3 power play. It was Babchuk's first goal since March 9, 2011, against Dallas.

Because one of the Minnesota penalties was a high-sticking double-minor, the Flames had a 5-on-3 advantage for another minute, but failed to score again and break the game open.

Then the Wild woke up.

Getting outshot 21-4 with 16:08 left in the second, Minnesota started putting pressure on Kiprusoff.

Heatley finally broke through with a power-play goal midway through the second, his first goal in nine games and second in his last 17.

"We had chances to make it 3-0 and then we give them an opportunity on the power play," Flames winger Alex Tanguay said. "They score and got back in the game and we just sat back. What can you say?"

Wild coach Mike Yeo credited his fourth line for turning the game around.

"Those guys really set the tone for us," he said. "Getting in on the forecheck and creating some big hits really drew some momentum for us."

Minnesota captain Mikko Koivu returned from a shoulder injury after missing 15 games and centered the top line with Heatley and Setoguchi. Koivu has missed 27 games this season. The Wild are 23-16-7 with Koivu in the lineup and 8-16-3 when he's out.

The Flames entered the night tied with San Jose for 10th in the Western conference, trailing Phoenix and Los Angeles for the eighth and final postseason berth.

They've got some work to do to reach the postseason for the first time since 2009-10.

"We don't feel we're out of it by any means but we know we stumbled a bit in these games," Calgary's Jarome Iginla said. "We respect all these teams, but you look at the standings and there's teams we feel that we didn't play our best games against."

Calgary has scored just five goals during its four-game skid. The losing streak comes after the Flames won a season-high five in a row.

It also was the first time the Flames lost this season when leading after two periods.

"You have to want to be in the playoffs and right now we're giving it away," Tanguay said.

Calgary is 5-15 in overtime and Minnesota is 9-10.

Notes

• Wild winger Matt Kassian missed the game with a groin injury.
• Calgary defenseman Jay Bouwmeester played his 581st straight game, putting him alone in sixth place on the NHL's ironman list.
• The NCAA champion University of Minnesota women's hockey team watched the game from a suite.
• St. Paul police SWAT team officer Joe Reginek was lowered upside down from the ceiling of the Xcel Energy Center for the ceremonial opening faceoff.