In a reversal of roles, Joe Thornton took a feed from Joe Pavelski and wristed it over Wild goalie Darcy Kuemper to give the Sharks a 3-1 lead.
Antti Niemi carried the Sharks through a harrowing second period Thursday night, but their third-period woes came back to bite them again.
Despite holding a lead through most of the game, the Sharks were out-muscled by the Wild, falling in the shootout to finish their road trip 2-1.
A disappointing opener marred by self-inflicted wounds spoiled the groundbreaking ceremony for the Sacramento Kings on Wednesday night.
Giants all-timer Barry Bonds did not stay in for Game 7 of the World Series. In fact, Bonds was in the middle of the action, celebrating the victory.