Edmonton Oilers superstar center Connor McDavid lamented his team's second-round playoff exit Sunday night, acknowledging, "I really feel like you've got to go through some of this to win."

McDavid's comments came in the wake of the Oilers' 5-2 defeat to the Vegas Golden Knights in Game 6 of their Western Conference semifinal series.

McDavid and Warren Foegele both scored in the first period to give Edmonton an early 2-1 lead, only to watch Golden Knights forward Jonathan Marchessault net a second-period hat trick before an empty-net goal from William Karlsson officially ended the series.

"It feels like every team that wins and goes on a stretch of winning kind of experiences this," McDavid said. "Obviously, it's not what you want to do, not what you want to feel. That being said, I really feel that you've got to go through some of this to win. I think we've seen that all the way through. Let's hope it's the last time."

The Oilers' second-round exit comes a year after they reached the Western Conference finals for the first time since the 2005-06 season. Even though they were swept by the eventual Stanley Cup champion Colorado Avalanche, the fact they made it to the conference final crystalized the belief that the Oilers are in a championship window.

The attack-minded Oilers averaged the most goals per game while also boasting the NHL's top power-play unit. Those elements proved significant at times in the regular season, when the Oilers needed copious scoring to overcome the inconsistencies they encountered with either their defensive structure or their goaltending.

Eventually, the Oilers found continuity with rookie goaltender Stuart Skinner overtaking free agent signing Jack Campbell in net. The Oilers were also aggressive at the trade deadline by adding hulking forward Nick Bjugstad along with acquiring top-four defenseman Mattias Ekholm to address their defensive concerns.

"Obviously, when you start the season, you're in it to win it and we're at that stage. If you don't complete that, then, it just feels like a failure or a wasted year almost."

Leon Draisaitl

It led to Edmonton finishing the regular season with one of the NHL's strongest records after the trade deadline. The Oilers finished second in the Pacific Division and opened the postseason by beating the Los Angeles Kings in six games.

The early stages of the second round did show promising signs. Even though they lost Game 1, superstar forward Leon Draisaitl scored four goals, an effort that was then followed by Draisaitl scoring two more in a series-tying victory in Game 2.

Edmonton and Vegas swapped wins going into Game 5, which the Golden Knights won 4-3 at home. Vegas then wrapped up the series in Edmonton on Sunday night.

"Yeah, it hurts. It's tough to find words right now," an emotional Draisaitl said. "Obviously, when you start the season, you're in it to win it and we're at that stage. If you don't complete that, then, it just feels like a failure or a wasted year almost. So, it hurts."

Heading into the offseason, Edmonton general manager Ken Holland and his front office staff will have a number of items to address. Even with most of their core already in place -- Draisaitl and McDavid are among a slew of players who will have more than two years left on their contract at the start of the 2022-23 season -- there are still financial decisions that must be made. CapFriendly projects the Oilers will have less than $6 million in available cap space.

Mattias Janmark, Derek Ryan and Bjugstad are among the pending unrestricted free agents who need a new contract, while Evan Bouchard, Klim Kostin and Ryan McLeod are among those pending restricted free agents who will also seek a new deal.

But as the second-round loss to the Knights showed, the Oilers could be prompted to alter their roster to avoid a similar fate next year. One of the challenges the Oilers encountered in their second-round defeats was the lack of secondary and tertiary scoring.

Foegele was the only Oilers player outside of Draisaitl and McDavid to score in those four losses.

"Every single person in this room prepared, tried to give everything that they had, and we weren't able to produce at the same level 5-on-5 as Vegas was," Oilers defenseman Darnell Nurse said. "That comes down to each and every guy. We did produce a lot in the regular season and we're a really good 5-on-5 team. I think on a team and personal level, we could have been better. It stings now."