Rolston scored his team-high seventh and eighth goals of the season, Todd White had a goal and two assists, and Pierre-Marc Bouchard added three assists for the Wild.
Northwest Division-leading Minnesota (8-1-0) moved into a tie with Dallas for the Western Conference's best record. Buffalo (9-0-0) is the only team in the NHL with a better mark.
"Hopefully we can keep going," Wild coach Jacques Lemaire said. "All the points that we're getting could be points that could help us make the playoffs."
Brian Willsie scored a third-period goal for the Kings, who are 1-5-2 in their past eight games. Included in that stretch was Minnesota's 2-1 overtime victory at Los Angeles on Oct. 18.
Dan Cloutier stopped 26 shots and dropped to 7-10-4 in his career against the Wild.
"I played them a lot when I was with Vancouver," Cloutier said. "But they seem to have more offense this year. And Manny is playing very well right now."
Minnesota, which was coming off a 2-1 West Coast trip, improved to 6-0 at home.
The Wild have gotten off to such a red-hot start in part because teams have had such a hard time scoring against them. Minnesota has allowed 15 goals this season, tied with Dallas for the fewest in the NHL.
Fernandez's play also has been a bright spot. No longer splitting time with Dwayne Roloson, who was traded to Edmonton in March, the 10th-year veteran entered Wednesday's game with the third-best goals-against average in the NHL at 1.60.
"Any defenseman that is on the ice, we have confidence that they're going to do their job," Bouchard said. "And Manny is doing a great job. He's making some key saves."
Fernandez and the Minnesota defense have been particularly impressive against the power play. The Kings were 0-for-7 with the man advantage Wednesday as the Wild increased their NHL-best penalty-killing percentage to 93.5.
"They're good. They're confident with the puck," Lemaire said of Minnesota's defensemen. "They can make plays. I think they believe in their ability to get the puck out, to move it."
The Wild also have received balanced scoring. The team played its third consecutive game without star right winger Marian Gaborik, sidelined with a groin injury, but got a big boost from the line of center White and wingers Bouchard and Rolston -- the only line coach Lemaire has kept intact this season.
On Wednesday, Lemaire actually used Pavol Demitra with Bouchard and Rolston for the second line's first time on the ice, but the coach went with White, Bouchard and Rolston for the rest of the game.
"A little bit surprised, but Jacques has got his different opinion," Bouchard said. "I guess he wanted to try something else, and it's good that he put us back together."
The switch paid off quickly, when Rolston got the Wild on the board at 13:02 of the first period. White fired a slap shot from the left circle that Cloutier saved. Rolston gathered the rebound and backhanded the puck off the post and into the net.
Rolston struck again for Minnesota's second goal, as he sped ahead of the pack, took a long pass from White and knocked in his own rebound from close in 8:34 into the second period.
White gave the Wild a 3-0 lead with 5:02 left in the second. Bouchard collected the puck off the boards and passed it to White, who then beat Cloutier top shelf from the right circle.
Willsie spoiled Fernandez's shutout bid at 10:53 of the third when he scored his first goal of the season, but the Kings couldn't mount a comeback against the defense-minded Wild.
"We're trying to play where the team has to beat five guys before they get a chance," Lemaire said.
Wild RW Mattias Weinhandl played after missing three games because of a concussion. ... Rolston has scored at least one point in his past five games. ... Minnesota has a nine-game home winning streak dating to last season. ... Kings star defenseman Rob Blake, who signed a free-agent deal with Los Angeles this year, has just two assists and is a minus-7 for the season.
Copyright by STATS LLC and The Associated Press
Arena: Xcel Energy Center Location: Saint Paul, Minnesota
Referees: Don Koharski, Wes McCauley Linesmen: Ryan Galloway, Jay Sharrers
Attendance: 18,568 (102.8% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
Brian Rolston (7)
Assists: Todd White, Pierre-Marc Bouchard
Brian Rolston (8)
Assists: Todd White, Pierre-Marc Bouchard
Todd White (3)
(Power Play) Assists: Pierre-Marc Bouchard, Petteri Nummelin
Brian Willsie (1)
Assists: Alexander Frolov, Anze Kopitar