Leon Draisaitl had a goal and an assist, Evan Bouchard had two assists, and Stuart Skinner made 29 saves for Edmonton (13-4-0).
"We capitalized on some chance and we gave up a couple of chances, and Skinner was sharp early," Edmonton coach Dave Tippett said. "I think it was good for him to jump right in the game. I think in the first shift he had a Grade-A chance against him, and he made a good save. He got in the game early and we capitalized on some chances, got a 5-on-3 and capitalized there, and then we were kind of off and running."
Alex DeBrincat scored two goals, and Kevin Lankinen made 28 saves for Chicago (5-10-2), which had a four-game winning streak end.
It was the first lost for the Blackhawks under interim coach Derek King, who replaced Jeremy Colliton on Nov. 6.
"That's a good hockey team. We have to be on our game for all three periods, you can't have a shift off, and we made some errors with special teams and we turned some pucks over, lost some puck battles," King said. "Then we'd come back with the next shift and we won those puck battles and we looked good. We just have to figure out how to do that for three periods."
McDavid gave Edmonton a 1-0 lead at 10:16 of the first period, lifting in a rebound from the edge of the crease.
He has scored 32 points (12 goals, 20 assists) during his point streak, which is the third-longest to start a season in Oilers history. Wayne Gretzky had a streak of 51 games in 1983-84, and 30 games in 1982-83.
"I liked the win. I thought we were a little loose, especially early," McDavid said. "I liked our second period. I thought we gave them chances that we probably shouldn't have given them, but overall, I like that we won."
Tyson Barrie made it 2-0 at 11:19 with a one-timer during a 5-on-3 power play, and Kailer Yamamoto extended the lead to 3-0 at 15:16 with a shorthanded goal off a turnover by defenseman Seth Jones.
"It's tough, you never want to do that. You make a couple of mistakes and it's in the back of your net," DeBrincat said. "We have to clean that up a bit, but I thought the first bit of the first period we played well, we had a lot of zone time, but obviously not well enough. They have really good team, they're going to make you pay when you turn it over, and they have a lot of good scorers, so it's tough."