The Stars had little trouble beating the Oilers in Oklahoma City, home of Edmonton's AHL team, as Dan Ellis made 20 saves.
Austin Smith scored in the first period and Luke Gazdic made it 2-0 with the only goal of the second period. Vernon Fiddler added a third-period goal before Brett Ritchie hit the empty net with 7:26 remaining.
New coach Dallas Eakins wasn't happy with what he saw from the Oilers.
"It's good to let our team know that our diapers do stink... Sometimes it's good to get a kick in the butt," he said
"It's definitely a wake-up call as far as what we need to do before Tuesday," said Oilers forward Jordan Eberle, whose team begins its regular season at home against the Winnipeg Jets on Tuesday.
Dallas is off until Thursday when it opens at home against the Florida Panthers.