William Eklund scored for the Sharks (13-26-6), who have lost three in a row and 11 of the past 13. Yaroslav Askarov made 19 saves.
"I thought we competed hard, worked hard, [and] did some really good things," Sharks coach Ryan Warsofsky said. [We] did some good things and some things we got to get better at."
Rossi gave the Wild a 1-0 lead at 5:51 of the first period. Zuccarello floated a pass to Rossi, who got behind the defense and went backhand with a shot over Askarov's blocker.
"I saw [Rossi] have some speed and he made a good finish and got us on the board," Zuccarello said.
Boldy extended the Wild lead to 2-0 at 4:34 of the second period after he took a pass from Zuccarello, walked in on the right side, and scored with a snap-shot over the glove of Askarov from the top of the right circle.