Yakov Trenin and Gustav Nyquist scored for the Wild (43-30-7), who have lost five of seven (3-0-4). Filip Gustavsson allowed four goals on 29 shots before being replaced by Marc-Andre Fleury, who made three saves.
"I don't think we as a team performed to a level we expect in a game like this," Minnesota forward Mats Zuccarello said. "It's disappointing for sure. This time of year goes quick and you have to forget about it quick, talk tomorrow, probably show some video, and get back at it. We have to win a hockey game."
The Wild, who could have clinched a playoff berth with a win, play at the Vancouver Canucks on Saturday.
"The thing is when you have a strong identity and you know what gives you the best chance to win, when that's clear you know what it is but there needs to be a commitment to that," Minnesota coach John Hynes said. "To me, the last two games, the commitment to playing the way that you need to win and the way that we need to play to win, wasn't at a high enough level. We need to make sure that that's there tomorrow."
Backlund put Calgary up 1-0 at 16:25 when he chipped in a rebound after Blake Coleman threw the puck on net from a sharp angle following a misplayed clearing attempt by Gustavsson.