In overtime, McDavid redirected a pass from Leon Draisaitl off the rush for his seventh goal of the season. McDavid also had an assist.
''Every game against Toronto's been a real competitive game,'' Oilers coach Dave Tippett said. ''It's a bounce here or there or a save here or there or capitalizing on a chance here or there.''
Dominik Kahun and Josh Archibald also scored, and Mikko Koskinen stopped 26 shots to help Edmonton improve to 4-6-0. Draisaitl and Tyson Barrie each added two assists.
Auston Matthews, William Nylander and Zach Hyman scored for Toronto, John Tavares had two assists, and Frederik Andersen made 27 saves. The Maple Leafs dropped to 7-2-1. They had won four in a row.
''It was a pretty positive road trip, taking three out of four, playing some good teams,'' said Matthews, who scored in his fifth straight game. ''When you're playing the same team back-to-back twice in a row it's hard to win twice.''
McDavid scored on a jaw-dropping individual effort in regulation.
McDavid collected the puck in Edmonton's end on a power play with his team up 2-1 in the second period, sliced through the neutral zone and stepped around defenseman Jake Muzzin as if he wasn't even there.
The center then went from his backhand to his forehand on Andersen in the blink of an eye to bury his sixth of the campaign.
''That's just what he does,'' said Barrie, the defenseman who assisted on both of McDavid's goals. ''He's been doing it since he came into the league. Just an incredible play from an incredible player.''
The superstar from Newmarket, Ontario, seems to save his best for the Leafs.
''What impresses you the most about Connor when he does that is the speed he carries the puck,'' Tippett said. ''There's a lot of fast players, but to do it carrying the puck and having control of the puck, that's what makes it so dangerous. He's as fast or faster than anybody in the league.
''I would dare to say he's the fastest guy by a wide margin carrying the puck. It's hard to defend.''
Maple Leafs: Host Vancouver on Thursday, Saturday and Monday, Feb. 8.
Oilers: Host Ottawa on Sunday and Tuesday nights.
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