Earlier this month, the Oilers rallied from a 3-0 deficit to win 5-3 in St. Louis.
"We were disappointed with what happened to us in St. Louis, so it was nice to get back at them a bit," McDonald said. "We've been struggling to play consistently and it feels like it is starting to turn for us a little bit now."
Blues coach Andy Murray said the two meetings between the teams were completely different.
"The last time we played them they had won four in a row and were determined to win their fifth in a row on the road," he said. "We ran into a hornet's nest and didn't really handle it very well. They deserved to beat us there. But here I felt our team was really ready to go. It was significant to beat them like this after that last game."
David Perron, Brad Boyes, Patrik Berglund and Jay McClement also scored for the Blues, who moved out of the Western Conference cellar with their win in Vancouver on Sunday and gained further ground on Monday.
The Blues, who entered the game with the league's 29th-ranked power play, scored four goals with the man advantage.
"It was nice to get some goals there," Steen said. "We've been struggling but working extremely hard to get that going. It was nice to see a few pucks go in."
Last place in the West belongs solely to the Oilers, losers of all four games on their homestand. The Oilers have 34 points.
"We haven't had a loss that bad in a long while," defenseman Tom Gilbert said. "Tonight was pretty sloppy."
Oilers coach Pat Quinn had trouble explaining why his team is at the bottom of the Western Conference standings.
"We started OK, but then we missed some plays in front of the net and lost some of our spirit," he said. "It is a discouraging part of our game to miss so much down low like that.
"That's clearly the scouting report other teams come in with, to play us down there, because we don't seem to be able to sustain our positions. We're not an assertive team in one-on-one situations. We want to chase pucks a lot of times.
"That's what little kids do. They follow the puck with their eyes and with their bodies."
Quinn was careful not to pin too much of the loss on goalie Devan Dubnyk, making his first career NHL start.
"He'll remember this game for a long while. I'm sure," he said. "He was kind of left out to hang by his teammates. We've been doing that all season."
St. Louis started the scoring seven minutes into the first period as both Ladislav Smid and Lubomir Visnovsky went behind the Edmonton net to go after Berglund, leaving Perron all alone in front to take the feed and smack it past Dubnyk.
Edmonton evened it less than three minutes later as Andrew Cogliano picked off a pass by Carlo Colaiacovo at the Oilers' blue line and took off to get a shot on St. Louis starter Chris Mason, with Gagner following up to tap in the rebound.
Edmonton outshot the Blues 11-5 in the opening period.
The Blues regained the lead three minutes into the second as the Oilers allowed McDonald an easy rebound goal for his eighth of the season.
Edmonton tied it again two minutes later as Penner took a low-percentage shot from a bad angle that seemed to surprise Mason and go off his pads and in. It was Penner's 19th goal, making it 2-2.
The Blues once again went ahead on a power-play goal by Boyes at 13:29 of the second period. The goal seemed to rattle the Oilers, who would trail 5-2 just a couple minutes later on goals 39 seconds apart.
The first of the quick goals came once again on the power play as Paul Kariya's point shot hit Berglund on the way to the net, and it was a three-goal lead shortly thereafter as McClement was allowed to walk in untouched and beat Dubnyk high to the glove side.
St. Louis made it 6-2 early in the third period with its third power-play goal of the game, passing it around effectively before McDonald beat Dubnyk on the short side for his second goal of the game.
Steen scored the Blues' fourth power-play goal of the game with four minutes remaining.
Dubnyk replaced Jeff Deslauriers in the Edmonton net for the game. Deslauriers had started the previous 14 games with usual starter Nikolai Khabibulin sidelined indefinitely with a back injury.