In the midst of a return to form in the 2014–15 season as Mike Smith's backup with the Coyotes, on January 15, 2015, Dubnyk was traded from struggling Arizona to the Minnesota Wild in exchange for a third-round draft pick in the 2015 NHL Entry Draft. Dubnyk immediately became Minnesota's starter. Minnesota was eight points out of a 2015 playoff spot when Dubnyk made his Wild debut, a shutout victory over the Buffalo Sabres. He would soon set a Minnesota franchise record with 38-straight starts following his acquisition, posting a 27–9–2 with a 1.78 GAA, .936 save percentage and five shutouts. He also was the winning goaltender in 11 of the Wild's 12 consecutive road wins, from February 18 to April 9, that tied the 2005–06 Detroit Red Wings for the longest such run in League history. Dubnyk and the Wild ultimately clinched a playoff berth, and on April 20, Dubnyk recorded his first career playoff shutout, blanking the St. Louis Blues in a 3–0 Wild victory in the Western Conference Quarterfinals. On April 24, Dubnyk was shortlisted as a finalist for the Vezina Trophy, along with Montreal's Carey Price and Nashville's Pekka Rinne for goaltender of the year honours.