Dubnyk needed just 15 saves for his sixth shutout of the season as Minnesota won its second game in a row, defeating the Edmonton Oilers 4-0 on Friday.
The former Oilers goalie now has five shutouts in 16 games and a 12-2-1 record since joining the Wild and improved to 5-0 this season against Edmonton, split between Minnesota and the Arizona Coyotes.
"That was just a really, really good road game by us, right from the get-go," Dubnyk said. "We methodically chipped away at the game, we had good puck possession and we were coming back on top of pucks and we didn't give them much of anything. We just played a great hockey game."
Justin Fontaine had a pair of goals for the Wild (30-21-7), who have re-entered the playoff race with a 10-1-1 record in their last 12 games. Nino Niederreiter and Jordan Schroeder also scored.
"We have to make sure we're not getting too far ahead of ourselves, there is a lot of work to be done," said Minnesota head coach Mike Yeo. "We're pleased with our game, I think that we're confident and one thing that we've done well is that if we win a game we put it behind us, we lose a game, we put it behind us and we get ready for the next one."
Ben Scrivens made 25 saves for the Oilers (17-33-10), who have lost three of their last four.
"That was a poor performance by all of us tonight, for reasons I'm not really sure," said Edmonton forward Matt Hendricks. "We just weren't executing and we didn't have the energy we needed to be the team we need to be to compete."
Oilers interim head coach Todd Nelson agreed his team was flat on the night.
"We played against a team that is good defensively and playing very well right now. They made us work for everything that we got, which wasn't much. We just didn't have any jump tonight."
After the loss a fan threw their Oilers jersey on the ice, which Scrivens picked up with his goalie stick and flipped back over the boards where it was caught by another spectator.
The Wild started the scoring midway through the first period as Fontaine tipped a Christian Folin point shot past Scrivens.
Minnesota made it 2-0 with five minutes left in the opening period as Niederreiter scored his 19th of the season on a big rebound from a Mikko Koivu shot.
The Wild went up by three goals with four minutes remaining in the second as Thomas Vanek made a cross-ice pass to Schroeder, who put the puck in the net before Scrivens could get across.
The game's first man advantage went to the Oilers in the third period, but Minnesota killed it, extending a perfect short-handed streak to 30 for 30 going back to Jan. 20.
The Wild made it 4-0 with just over a minute to play as Zack Parise fed the puck from behind the net to Fontaine, who scored his seventh goal of the season.
Edmonton only had five shots in each period on Dubnyk.
The Oilers remain home to face Anaheim on Saturday. The Wild return home to take on the Dallas Stars on Sunday.
Notes: Minnesota came into the game with a 9-0-1 record in their previous 10 visits to Edmonton… Out of the lineup with injuries for the Wild were Jason Zucker (clavicle), Matt Cooke (sports hernia), Ryan Carter (upper body), Keith Ballard (head) and Jared Spurgeon (concussion)… Absent for Edmonton were Tyler Pitlick (lacerated spleen), Taylor Hall (leg), Nikita Nikitin (shoulder), Viktor Fasth (knee), Anton Lander (shoulder) and Jeff Petry (ribs).