McDavid had a goal and two assists in the third period and the Oilers rallied for a 4-2 victory over the Florida Panthers.
"It helps when you score early in the third. In today’s day and age, I feel if you have a one-goal lead you just try to hold on to it as long as you can," said McDavid, who scored on the first shift of the third period.
He also assisted on goals by Adam Larsson and Ty Rattie as Edmonton scored three times in the final period.
"Fortunately for us, we were able to get one quick and get another one, and then we were able to hold on to the lead," said McDavid, who has 34 goals and 55 assists.
Ryan Nugent-Hopkins also scored for the Oilers, who are 4-1-1 in their past six games.
Goalie Cam Talbot made 40 saves for Edmonton.
"Special teams have been better. We’ve won games on the power play. The penalty kill again tonight is evident. I think (Talbot) has settled in. I’ve used the word he’s a calming influence," said Edmonton coach Todd McLellan, whose club was 6 for 6 killing penalties.
Edmonton entered the game last in the NHL on the penalty kill.
Frank Vatrano and Vincent Trocheck scored for Florida.
Roberto Luongo made 32 saves for the Panthers, who lost for the first time this season when leading after two periods (23-1).
"Our power play was the difference tonight. We had many chances to go up 3-1 and we didn’t. When you let teams stick around like that, that’s what happens," Florida coach Bob Boughner said.
With Edmonton trailing 2-1, McDavid scored his 34th on a shot from the right circle 38 seconds into the third period, and Larsson’s fourth of the season at 6:13 gave Edmonton the 3-2 lead.
Rattie added an empty-netter with 50 seconds left for his first goal of the season.
"The last two games is not good. I lost both games. When that happens, you don’t feel too good about yourself," Luongo said.
Vatrano scored his fourth goal at 8:02 of the second when Edmonton left winger Drake Caggiula’s pass in the offensive zone out to Oscar Klefbom bounced past the defenceman, sending it slowly into the defensive end.
Vatrano outraced Talbot — who skated about 45 feet out of the net — gathered it, moved left of the diving goalie and scored into the empty net.
It was his second goal in his fourth game for the Panthers since being traded to Florida by Boston on Feb. 22.
With Edmonton killing Milan Lucic’s roughing penalty, Nugent-Hopkins took a pass from Leon Draisaitl and tied the game 1-1 with his 20th goal at 11:09. The goal was the third in four games for Nugent-Hopkins.
The Panthers entered the game 19th overall on the power play. Over their previous 16 games, they were 17 of 54, first in the NHL.
"First, we didn’t start with the puck. We lost a lot of power-play draws. We spent 30 seconds after every power play chasing it down the ice and trying to get set up again," Boughner said.
"Our entries weren’t very good, and when we did get in the zone, I didn’t think our execution was good. One or two passes and then we lost control of it and are chasing the puck down to our own end."
Trocheck gave the Panthers a 2-1 lead at 15:54 when he finished a 3-on-2 break on a pass from Derek MacKenzie, scoring his career-high 28th goal from the left circle by beating Talbot on the blocker side.
NOTES: Edmonton scratched left wingers Michael Cammalleri and Pontus Aberg and D Yohann Auvitu. Cammalleri, 35, played in his 900th NHL game against the Flames in Tuesday’s 1-0 loss in Calgary. … Defenceman Kris Russell also missed the game after blocking a shot against San Jose. … Nugent-Hopkins’ goal put the Oilers in a tie with Florida and Nashville for the most short-handed goals in the league, with 10 each. … LW Milan Lucic skated in his 800th NHL game. … Florida scratched C Maxim Mamin, LW Connor Brickley and RW Radim Vrbata. Defenceman Alexander Petrovic (lower body) is day-to-day but expected to play in Montreal on Monday.
Oilers: Travel to Tampa Bay on Sunday.
Panthers: Travel to Montreal on Monday.