On Monday night, they matched that to stave off elimination, despite having only 14 shots on goal in Game 5
Cam Talbot made 37 saves and the Wild beat the Golden Knights 4-2 in front of 12,156 raucous fans, the largest crowd in Vegas this season.
Jordan Greenway's second-period goal was the winner for the Wild, who also got goals from Kirill Kaprizov, Zach Parise, and Nico Sturm.
Vegas, which was looking to close out a playoff series at home for the first time, leads the series 3-2. Game 6 is scheduled for Wednesday in St. Paul, Minnesota.
The road team is 4-1 in the series.
"Guys are committed," Minnesota coach Dean Evason said. "They're committed to each other. The vibe that they had and the feeling they had toward each other, we knew we were going to have the effort we had."
Mark Stone and Alec Martinez scored for the Golden Knights. Marc-Andre Fleury, who allowed four goals in the first four games, made 10 saves. It marked the first time Fleury allowed more than two goals in a game in 14 contests.
Vegas dropped to 2-3 in Game 4 situations when leading a series 3-1.
The Golden Knights not only outshot Minnesota 40-14 -- including a whopping 33-7 edge over the final two periods -- they had the edge in high-danger chances 16-5, and overall shot attempts, 83-32.
"It was one of those nights where the looks they got, they found a way to put 'em in," Vegas coach Peter DeBoer said. "I thought we deserved to have probably tied it up by the end of the second. We had some real good 5-on-5 looks. We just didn't stick in the net."
Stone opened the scoring when he took a touch pass from Alex Tuch, skated into the zone down the left side, and fired a wrist shot under Talbot's glove.
It wouldn't take long for the Wild to answer, as Kaprizov -- the favorite to win the Calder Trophy as the NHL's top rookie -- notched his first career playoff goal of the season, ending Minnesota's scoreless skid at 120 minutes, 36 seconds.
Parise made it 2-1 after an initial shot caromed off the end boards, and he was able to fire a bank shot from below the goal line off the back of Fleury.
Greenway extended the lead when he punched home his own rebound that Fleury couldn't handle. It marked the first time the Golden Knights allowed three goals in a playoff period in 11 games, dating to the postseason bubble last season.
Martinez got his first point of the postseason during a second-period power play when he ripped a one-timer from the right side after Alex Pietrangelo's perfectly placed pass arrived at the blade of his stick.
The Knights dominated the second period with relentless pressure in their offensive zone, outshooting the Wild 23-1 and 9-0 with high-danger chances, but only had Martinez's goal to show for it.
Vegas failed to carry the energy into the final period, firing only two shots on goal over the first 11 minutes of the third. By the 4-minute mark, the Golden Knights had outshot Minnesota 10-4 in the period, but Talbot held firm between the pipes, stopping everything thrown his way, including a pair of incredible saves during back-to-back, point-blank shots by Reilly Smith to preserve the lead.
An empty-net goal from Sturm off the boards with 38.5 seconds left provided the final margin.
"This is a team where we knew they weren't going to stop coming," Talbot said. "Tonight, we were able to hold down the fort. Quality over quantity tonight, but in our zone, we battled. It was a grind, but those are the kind of games you have to win on the road in a hostile environment."
Twenty-nine teams have overcome a 3-1 series deficit in NHL history, the most recent being the San Jose Sharks, against Vegas in 2019, when they were coached by DeBoer. The Wild have accomplished the feat twice, in the first and second rounds of the 2003 playoffs.