Manny Fernandez had 24 saves for his first shutout of the season for the Wild (5-0-0), who are off to the best start in franchise history. It was the first regulation loss for Columbus. Minnesota, which entered the game with the NHL's top power-play unit, scored a pair of man-advantage goals.
The Blue Jackets, who had scored a dozen goals in their first three games, had not been shutout since March 2. Their best offensive opportunity came in the opening minutes when Rick Nash got open in front of Fernandez, but clanked a backhand shot off the crossbar.
Rolston, who leads the Wild with four goals, scored in the first and third periods. Minnesota led 1-0 after one period, but broke the game open in the second with goals by Keith Carney, Marian Gaborik and Mikko Koivu.
Pascal Leclaire gave up four goals before being lifted midway through the second period. Rookie Fredrik Norrena replaced him and finished with 11 saves in his NHL debut.
All of Minnesota's previous four wins had been by one goal, including one in overtime and two in shootouts.
Notes: Carney's goal was his first since October 26, 2005, when he was skating for Anaheim. ... Norrena won two games for Finland during the 2006 Winter Olympics, shutting out Italy and Germany. ... Wild wing Mattias Weinhandl played just one shift after a jarring open-ice collision with Blue Jackets centre Manny Malhotra in the second period.