Raffi Torres tied it at 3 in the third period for Edmonton, which scored three times in the final period.
Jarret Stoll scored a goal and assisted on Pronger's tally that came when the Oilers had a two-man advantage. Michael Peca added an empty-net power-play goal off Shawn Horcoff's third assist of the frame.
The Oilers, who began a four-game homestand, are 7-0-3 in December.
"We wasted a good effort against a very good team," Kings coach Andy Murray said. "But I'm not about to kick dirt on my players."
The Oilers killed off two-man advantages in the first and third periods. The Kings were 0-for-12 on the power play, but the Oilers made the most of their chances by going 3-for-12.
"We gave them numerous opportunities ... and they ended up capitalizing," Conroy said. "It's worse than ever for us."
Stoll said Pronger, who led the Oilers with 29:07 of ice time, is a big reason why Edmonton is enjoying such early-season success.
"All the tough minutes, he's out there," Stoll said. "He does the things that maybe the fans don't know about, the little things."
Edmonton started burly forward Georges Laraque against Kings agitator Sean Avery. But there was no friction in the game following Laraque's accusations that Avery uttered a racial slur during the Oilers' 3-1 loss on Oct. 11 in Los Angeles.
However, Avery was subjected to derisive chants from the crowd throughout the game.
Kings defenseman Joe Corvo took a puck off the nose 3:28 in but returned. He assisted on Cammalleri's goal in the second period. ... The Oilers will open a two-game series against Minnesota on Monday. ... Peca drilled Kings defenseman Lubomir Visnovsky face-first into the end boards in the third. He was called for boarding. ...
Edmonton left winger Ethan Moreau had his eight-game scoring streak snapped.
Copyright by STATS LLC and The Associated Press
Arena: Rexall Place Location: Edmonton, Alberta
Referees: Blaine Angus, Brad Meier Linesmen: Mike Cvik, Darren Gibbs
Attendance: 16,839 (100.0% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
Mattias Norstrom (1)
Assist: Tom Kostopoulos
Jarret Stoll (12)
Assists: Marty Reasoner, Fernando Pisani
Chris Pronger (3)
(Power Play) Assists: Ales Hemsky, Jarret Stoll
Mike Cammalleri (12)
Assists: Joe Corvo, Lubomir Visnovsky
Craig Conroy (13)
Assists: Tim Gleason, Alexander Frolov
Raffi Torres (15)
Assists: Shawn Horcoff, Igor Ulanov
Ales Hemsky (9)
(Power Play) Assists: Chris Pronger, Shawn Horcoff