Lehtonen missed five games with a groin injury, but was unable to maintain his 2.12 goals-against average.
Sam Gagner scored just 1:13 into the game to start the Edmonton onslaught. Justin Schultz added a first-period goal, Jeff Petry scored with 14 seconds left in the middle period and the Oilers piled it on in the final stanza with goals from Ales Hemsky and Ben Eager.
Jaromir Jagr broke up Dubnyk's shutout bid with 5:55 remaining. Dubnyk finished with 33 saves in handing Dallas its fifth loss in eight games.
Lehtonen allowed the five goals on 33 shots.