Roloson, who spent the entire 2000-01 campaign with Worcester of the American Hockey League, made 25 saves over the first two periods, when Minnesota managed just 10 shots.
The 32-year-old recorded his first NHL shutout since Feb. 28, 1999, when he made 15 saves to lead the Buffalo Sabres to a 2-0 blanking of the Vancouver Canucks.
The Wild, who did not have a player score more than 18 goals in their inaugural season, went none for five on the power play in the third scoreless tie in the franchise's brief history.
Calder Trophy winner Evgeni Nabokov made 19 saves in his eighth career shutout for winless San Jose.
2014: The Year in Music [PHOTOS]