The Sharks took control of the game from the start by scoring all six goals in the first period and holding the Oilers off the rest of the way.
Rookies Nail Yakupov and Justin Schultz scored for the Oilers. Taylor Hall rounded out the scoring with Edmonton's third goal early in the third period.
Devn Dubnyk started in goal for Edmonton, but was relieved by Yann Danis after allowing six goals on 17 shots in the first period. Danis settled things down with 14 saves in two periods of work.
Antti Niemi posted 26 saves for the Sharks.