Thornton has six goals in his last 34 games after scoring five in his first eight.
Dustin Penner, Andrew Cogliano and Linus Omark also scored for Edmonton. The Oilers won for only the second time in 11 games and ended a three-game road losing streak.
Ales Hemsky had four assists for the Oilers, giving him 10 points in his last eight games. Omark scored his second goal of the season his first in nine games.
The Sharks will try to end their six-game losing streak Saturday when they host the St. Louis Blues.