Erik Haula, Mikko Koivu, and Stephane Veilleux also scored for the Wild, who have gone 3-0-1 over their past four games. With four games to play, they hold a five-point cushion over Dallas for the seventh playoff spot in the Western Conference.
With Olympic captains Sidney Crosby of Canada playing for the Penguins and Zach Parise of the United States on the ice for the Wild, Minnesota won with huge nights from some of its least-heralded players. The fourth line, centered by McCormick, accounted for two goals and helped keep the Penguins off the board all night.
"When you get contributions from your energy guys like we did tonight with Cody and Veilleux, it goes such a long way for the team," Parise said. "I thought those guys had such a good game tonight when they were out there. They were hitting, they didn't give up anything against, defensively, and they got the big goals."
The Wild jumped to a 3-0 lead in the first period, scoring on three of their first five shots against Pittsburgh rookie goalie Jeff Zatkoff. Haula started the scoring just 1:42 into the game, chipping a backhand shot over Zatkoff's shoulder on the back end of a give-and-go with Matt Moulson.
Haula had spent most of his rookie season on the fourth line, but he's scored twice in two games while filling in for Mikael Granlund, who has missed the past two games with an upper-body injury.
Koivu put Minnesota up 2-0 on its fourth shot of the game, scoring his 11th of the season just under 9 minutes in. Koivu carried the puck across the Penguins' blue line, waited patiently for Parise to crash the net, then flicked a wrist shot past a screened Zatkoff.
Veilleux pushed the lead to 3-0 on a gift goal from Zatkoff. McCormick fed the puck into the slot, where Veilleux corralled it, spun and fired a shot that was headed wide of the net. Zatkoff tried to glove it, but he mishandled the puck and it trickled behind him and into the net.
"They got three goals on six shots in the first period and got out to that lead," Penguins coach Dan Bylsma said. "We were certainly from behind in this game and couldn't generate a lot going the other way."
Bryzgalov posted his second shutout since being acquired by the Wild on March 4. He was steady throughout and made a pair of outstanding saves in the second period to keep the shutout intact.
First he sprawled to his right to rob James Neal with a stick save. A few minutes later, he kicked out his right leg just in time to stuff Lee Stempniak, who was alone at the left post after a rebound off the back boards had bounced out to him.
"We were pretty good defensively, but they had a bit of a push right from the start," Wild coach Mike Yeo said. "They had some shots, but he just settled everything right down. He looked so calm and in control and the team definitely feeds off that."
With four games to play, Pittsburgh has all but wrapped up the No. 2 seed in the Eastern Conference. So while Saturday's outcome wasn't ideal, Crosby said the Penguins won't overreact to the loss as they prepare for the final week of the season.
"Just play the right way," he said of their approach heading down the stretch. "We know what that is. We've done a pretty good job of it. It's just a matter of making sure we find that urgency here for the last couple."
NOTES: The game was played before 19,409 fans, the largest crowd for a Wild game in the history of Xcel Energy Center, which opened in 2000. ... McCormick's assist on Veilleux's goal was his first point with the Wild. He and Moulson were acquired from Buffalo on March 5. ... Parise's first-period assist was his 500th NHL point.