Randy Robitaille and Marian Gaborik scored on Minnesota's first two shots on goal, and Gaborik added an empty-net goal in the Wild's 4-2 victory Wednesday night.
"Two shots, we scored," Wild coach Jacques Lemaire said. "It's surprising."
Robitaille and Gaborik beat Conklin in a 51-second span midway through the first period. The Wild, who beat Edmonton 4-1 on Monday night, have won five of their last six games.
Brian Rolston scored during a two-man Wild advantage in the second period to make it 3-0. Gaborik added an empty net goal with 23 seconds left.
"We're making our breaks now," said Rolston, who will play for the United States in the Olympics. "When we are all on the same page, we can play with anybody."
Wild goaltender Manny Fernandez stopped 28 shots to win his third straight decision and fourth in five games.
"This is the lineup that is going to get us into the playoffs," Fernandez said. "I think we are frustrating other teams."
Steve Staios and Ales Hemsky scored for Edmonton.
Robitaille finished off a three-way passing play for the opening goal, and Gaborik scored with an extra attacker during a delayed goalie interference call against Staios.
"It doesn't seem like we have the drive we had before the Christmas holiday," Oilers center Michael Peca said.
Hemsky got his 100th career point with a goal a minute into the third period.
The Oilers had won five in a row before the Wild came to town. .. Minnesota's players held a team poker tournament during their evening off Tuesday.