"We had a tough start to the season and we have come a long ways since," Senators captain Daniel Alfredsson said. "We know where we want to be and that's what the season is for, to build and learn and get better. We are giving ourselves chances right now."
It was the first time the Senators have won both games on a road trip through Alberta since 2003.
"I've been around for a long time and it is not too often we have won both games in Alberta," Alfredsson said. "It feels great. Edmonton came out really strong but Anderson played unbelievable and kept us in the game. We got one and then another one quick and that took the air out of them."
Anton Lander and Ryan Jones scored for the Oilers (9-7-2), who are heading in the opposite direction with four straight losses and five of six following a six-game winning streak.
"We had a good first period going and then it all went kaput," Oilers coach Tom Renney said.
Oilers forward Taylor Hall said the team has to quickly wake up.
"It was like after they scored those two goals we said, 'screw it' and decided to follow our own game plans," he said. "There are holes in our game we need to fix and fix fast. Losing streaks can define you."
After some tremendous early chances for the Oilers, the Senators took a 2-0 lead on their first two shots at goalie Nikolai Khabibulin.
Just 7:30 in, the Senators had a 2-on-1 break. Michalek feathered a pass through to Greening for his fifth goal of the season.
Only 9 seconds later, Ottawa came flying off the faceoff and Daugavins beat Khabibulin with a shot high to the glove side.
"Once we got that goal we were able to relax a little more and execute in our zone a little better," Ottawa coach Paul MacLean said. "Our role players have been very good for the last few games and know we are starting to get some goals out of them. It really helps the team and takes a lot of the weight off the other guys."
The Senators made it 3-0 with just under a minute to play in the first period as Michalek scored his 12th goal after Jason Spezza won a faceoff.
Devan Dubnyk came in to replace Khabibulin in goal to start the second period.
The Oilers got back into the game two minutes into the second on a short-handed break as Lander ripped a wrist shot past Anderson for his first NHL goal.
"Right now it's hard to feel too good about it since we lost, but I know I'll remember the goal," Lander said.
Ottawa made it 4-1 five minutes later, seconds after Oilers forward Jordan Eberle was hooked down in the Senators zone on a scoring opportunity that had fans howling when no penalty was called. Winchester took the puck up ice and beat Dubnyk high for his first of the season.
Despite the score, the shots were 11-10 for Edmonton through 40 minutes.
The Oilers, who pulled defenseman Andy Sutton out of the lineup right before the national anthem because of a groin injury, were further hampered when defenseman Corey Potter didn't come out for the third period due to a right ankle injury.
The Senators took a four-goal lead three minutes into the third when Konopka batted in a backhand shot.
Edmonton got a goal back on the power play in the final minute when Eric Belanger's shot caromed off a couple of legs and into the net.
The Senators will play the fifth game of their six-game trip in Vancouver on Sunday. ... Oilers D Cam Barker will have ankle surgery and miss three months. Forward Sam Gagner missed the game with a sore back, and Magnus Paajarvi replaced him in the lineup. ... Matt Carkner (knee), Peter Regin (shoulder) and Chris Neil (ankle) remained out with injuries for the Senators. ... It was the first meeting of the season between the teams, who split two games last season. ... The Senators have won eight of nine in the series and five straight in Edmonton. ... Anderson made his NHL-high 18th start in the Ottawa net.
Copyright by STATS LLC and The Associated Press
Arena: Rexall Place Location: Edmonton, Alberta
Referees: Wes McCauley, Ian Walsh Linesmen: Andy McElman, Mike Cvik
Attendance: 16,839 (100.0% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
Colin Greening (5)
Assists: Milan Michalek, Jason Spezza
Kaspars Daugavins (2)
Assists: Zack Smith, Erik Karlsson
Milan Michalek (12)
Assist: Jason Spezza
Anton Lander (1)
(Shorthanded) Assist: Lennart Petrell
Jesse Winchester (1)
Assist: Bobby Butler
Zenon Konopka (2)
Assist: Sergei Gonchar
Ryan Jones (4)
(Power Play) Assists: Eric Belanger, Ryan Smyth