San Jose won for the first time in five visits to the Xcel Energy Center, scoring three times in a span of 3:13. McCauley beat Dwayne Roloson off a centering feed from Vincent Damphousse for a 1-1 tie with 3:23 left in the first.
The Sharks needed just 23 seconds to take the lead for good. Scott Thornton intercepted a clearing attempt and directed it toward Mike Ricci, who backhanded a shot past Roloson.
San Jose went on the power play again with 50 seconds left in the period and Marleau pushed home a shot from in close.
Roloson was replaced after allowing three goals on 13 shots. Manny Fernandez, stopped all 15 shots over the final two periods.