Matt Boldy scored, and Filip Gustavsson made 31 saves for the Wild (3-4-1), who finished 1-3-1 on a five-game road trip.
"It's hard [to slow down the Devils]," Boldy said. "You’ve got to make the right decisions. It's like a playoff game against them. You have to make the right play, win battles. You're not catching Jack (Hughes) or (Jesper) Bratt. ... Those two are flying. It's how they play the game and they're really good at it.
"You’ve got to make the right play always, and they make you pay when you don't."
Paul Cotter gave the Devils a 1-0 lead at 16:21 of the first period, scoring on a wrist shot from the slot after taking a pass from Connor Brown.
Brenden Dillon pushed it to 2-0 at 6:08 of the second period on a quick snap shot through a screen from the left point. Dillon also scored in the win at Toronto for his first goal since Dec. 17, 2024.
Daws made 10 saves in the second, including a right pad stop at the left post to deny Ryan Hartman just as a Minnesota power play expired at 18:14.
"It was a big part of the game," Daws said. "We're up and they had a power play right at the end of the second. If they get one there, they’ve got a lot of confidence going into intermission. I tried to do everything I could to keep that one out."
Gritsyuk, playing his seventh NHL game, then scored a power-play goal to make it 3-0 on a snap shot at 4:53 of the third period. Timo Meier won a face-off to the forward in the high slot.
"I'm very excited that it finally happened," Gritsyuk said. "It was longer than I thought, but it finally happened and there's many more ahead."
Gritsyuk was promoted to the second line with Nico Hischier at center and Meier at left wing, with Mercer moving to third-line center to join Cotter (left wing) and Brown.
"He comes over (from Russia) and is billed as the big shooter, the big scorer, but this is just a complete hockey player. ... He's sound defensively," New Jersey coach Sheldon Keefe said. "He works hard, he's strong, good in possession, smart and has extremely good reads."
Boldy pulled the Wild within 3-1 at 10:37 on a wrist shot from the left hash marks.
"We weren't direct enough, a little bit [on the] perimeter," Minnesota coach John Hynes said. "We overpassed, didn't shoot. It just comes to consistency and putting that game on the ice night in and night out. That's usually what it takes to win."
Bratt scored an empty-net goal at 18:43 for the 4-1 final.
NOTES: Bratt extended his season-opening point streak to seven games (11 points; four goals, seven assists). ... Devils forward Cody Glass sustained an undisclosed injury against the Maple Leafs on Tuesday and did not play Wednesday. Keefe said he doesn't expect the injury "to be anything long term, but we'll see." ... New Jersey forward Stefan Noesen, who missed the first six games with a lower-body injury, played 8:14 in his season debut. ... With two goals in seven games, Dillon has equaled his total from last season, when the defenseman played 82 games. ... Forward Marco Rossi returned to the Wild lineup after missing one game with a lower-body injury. He had three shots on goal and was 10-for-17 on face-offs (58.8 percent) in 15:58 of ice time.