EDMONTON, Alberta -- After being outscored 12-4 in two previous losses to the St. Louis Blues this season, the Edmonton Oilers gained a little revenge Thursday.

The Oilers came back from a pair of third-period deficits before posting a 3-2 victory over the Blues on Drake Caggiula's goal with 49.8 seconds left in regulation.

Mike Cammalleri and Connor McDavid also scored for Edmonton, which has won three games in a row for the first time this season.

"We hadn't won three in a row yet this year, which is pretty remarkable, so it's nice to be able to do that," said McDavid, who liked the way Edmonton fought back. "We had a lot of opportunities tonight where we could have just folded our hands and gone to sleep, but we didn't."

The Oilers are still 14th in the Western Conference, five teams and seven points below the final playoff spot, but said they feel something building.

"There's that confidence," McDavid said. "We're gaining that swagger back, something that we didn't have early, that we had a lot of last year. You can feel the momentum building."

The Blues thought they had the Thursday game won, having two separate leads with time winding down in the third, but they couldn't close the deal.

"The ending was disappointing for sure," St. Louis coach Mike Yeo said. "It's too bad, I'd say we played probably 56 good minutes of hockey tonight.

"When we got the lead, obviously their team is going to press, and we got caught in between. We weren't defending and we weren't up creating the turnovers. It's a bad place to be."

It was a scoreless chess match for the most part, with both teams unable to generate any offense until midway through the third period, when the goals came fast and furious.

Tage Thompson scored his first NHL goal at 9:30, but the lead lasted only 38 seconds before Cammalleri tied it for Edmonton.

Patrik Berglund made it 2-1 St. Louis on a one-timer from the slot at 13:22, but once again the Oilers fought back, this time on McDavid's equalizer with 3:41 to play.

Just when it looked as if the game were headed for overtime, Caggiula's fifth of the season put it away for good.

"I thought we played the way we wanted to play, but once we scored we totally played on our heels and it became a free-for-all," Blues center Paul Stastny said. "It seems like whether we're up 1-0 or we're down 1-0, we completely change our game.

"Regardless of the score, we have to play that same aggressive way, supporting each other, backing each other up. We made it 2-1, but then the same thing: We're not reading off each other, and when we do that, we feed into their rush game."

It was a massive win for the Oilers, who are starting to show signs of the team that finished with 103 points last season and made it within one game of the conference finals.

"We needed one of these," said Oilers goalie Cam Talbot, whose diving stick save on Stastny in the third period will be on the highlight shows. "We hadn't gotten over that hump to get a third win in a row yet, and this was a big test for us to do it. To get a big win like that, a big statement win against one of the best teams in the West, that's huge for our group."

They believe the playoff spot that seemed so distant two weeks ago is well within their reach if they keep playing as they are.

"We have a lot more belief in our group now, there's a lot of confidence in our locker room," Caggiula said. "We're a resilient group. We held on, we kept pushing and we were able to answer right away after they scored. It just goes to show the character in this locker room. We have a lot of faith in ourselves that we can keep this going."

NOTES: Oilers G Cam Talbot is 6-0-0 in his past six games after starting the year 7-10-1. ... Thursday marked the first game of the season for Oilers D Andrej Sekera, who had been recovering from offseason knee surgery. It was the third game in a row the Oilers brought a key veteran back from injured reserve. Talbot returned Saturday and D Adam Larsson came back Monday. ... St. Louis C Brayden Schenn had one assist Thursday after putting up seven points in the teams' first two meetings. ... St. Louis defensemen have accounted for 22.6 percent of the team's goals this season, which ranks second in the NHL. ... The Blues fell to 16-3-1 when scoring first.