Penner and Brule each scored twice in the Oilers' 5-2 victory Friday night.
"My linemates made some really nice passes to me," Penner said. "I think the whole team is playing with confidence offensively."
Penner and Brule have combined for nine of Edmonton's 28 goals this season.
"Penner is big and strong and holding the puck well," coach Pat Quinn said. "He's got a good skill level, he's not just a big man. He gave some good second efforts tonight. He is doing lots of little things really well.
"Brule competes hard and he is really sharp around the net. We need to see that regularly on a consistent basis from him and we have to this point."
Mike Comrie also scored, and Nikolai Khabibulin made 29 saves for Edmonton. The Oilers won for the third time in four games to improve to 4-2-1.
Benoit Pouliot and Andrew Brunette scored for Minnesota. The Wild have lost the first four games on a five-game trip to drop to 1-5-0.
"I don't think this trip could have gone any worse at this point," Wild goalie Josh Harding said. "It's disappointing battling back and letting up another one. We have to find a way to win and right now we just keep finding ways to lose."
Minnesota head coach Todd Richards said there were at least a few good things to take out of the latest loss.
"There were a lot of good things in the game, it's just those mistakes," he said. "We are making a lot of big mistakes. I know it is a loss. We have one game left in this road trip and we have to try to build off of positive things. We'll get over this and we will win these type of games in the future."
Comrie opened the scoring at 1:49 of the second period, taking a return pass from Robert Nilsson and putting a shot over goalie Josh Harding's shoulder.
The Oilers made it 2-0 with 8:15 left in the second, with Patrick O'Sullivan making a slick pass through the crease to Penner on the doorstep.
"That was an elite-level pass," Penner said. "It was a good feeling watching that come to your stick."
Minnesota cut into the lead with 3:19 to play in the second when Pouliot beat Nikolai Khabibulin off a rebound. The Oilers regained their two-goal advantage with 43 seconds remaining when Brule scored off a rebound.
The Wild made it a one-goal game again at 3:35 of the third when Brunette spun around in front of the net and shoveled in a rebound on a power play.
Edmonton restored the two-goal cushion at 11:58. Sam Gagner made a long pass to Penner, who drove the net to chip in his second of the game. Brule closed out the scoring with his second of the game less than 2 minutes later.
NOTES: Oilers forward Ales Hemsky was a game-day scratch because of the flu. The Oilers also were missing defensemen Sheldon Souray and Steve Staios, both sidelined by the flu. ... Derek Boogaard played his first game of the season for the Wild after returning from a concussion.