Both sides had two goals through the first five shootout rounds before Comrie put one past Niklas Backstrom.
Edmonton ended a three-game losing streak and handed the Wild their first loss in three games.
Comrie put Edmonton in front 6:50 into the game and Latendresse tied it midway through the second period.
Deslauriers made 28 saves in the victory and Backstrom stopped 22 shots.
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