Jake Neighbours and Brayden Schenn scored in the shootout for St. Louis after Jack Eichel and Pavel Dorofeyev scored with Vegas' net empty to force overtime.
“It should give us a lot of confidence that when we play the right way and our habits and details are really good, and combine that with really good effort and execution, we can play with elite teams in the League,” Blues coach Jim Montgomery said.
Neighbours, Schenn, Nathan Walker and Cam Fowler scored for the Blues (23-21-4), who lost 4-2 to the Utah Hockey Club on Saturday but have won three of four. Jordan Binnington made 28 saves.
“After a game that we weren't proud of in Utah, we came out with a good start,” Neighbours said. “Honestly, I thought we played well in the third, and then, you know, they just made two nice shots; that sometimes happens. The resilient group finds a way to get two [points].”
Eichel and Dorofeyev each had a goal and an assist, and Shea Theodore had four assists for the Golden Knights (29-14-4), who have lost four in a row. Adin Hill made 24 saves.
“Nobody's panicking, I'll say that. We're not in the room tearing the walls down,” Vegas coach Bruce Cassidy said. “It's my job to drag it into the fight certain parts of the year, right? Like right now, it's a little bit of the dog [days of] January. … This is a month we've got to push through. We've built ourselves a cushion, so psychologically, maybe that is also going on, where some of these teams now are playing catch-up. Their urgency level is higher than ours right now.
“We're addressing that, but it's not a magic switch. You slowly come out of it.”
Schenn gave St. Louis a 1-0 lead at 8:25 of the first period, roofing a wrist shot from above the left circle on a 3-on-1 rush.