– It’s just one game, but paranoia might now set in all around the Gateway to the West.

In the five days since the Wild and St. Louis Blues met in each team’s regular-season finale, the Blues made clear it is “put up or shut up time.”

The Blues, a perennial Stanley Cup favorite by many pundits, have been bounced in the first round in each of the past two postseasons after holding 2-0 series leads and were swept the year before that in the second round.

They’re healthy, deep and division champs. This is supposed to be the year the Blues exorcise their playoff demons.

Instead, the Wild has them sweating now by taking Game 1 of the Western Conference finals with a 4-2 victory at Scottrade Center.

“That’s our job, to keep going at them,” goalie Devan Dubnyk said after making 19 saves in his playoff debut. “That’s part of the playoffs, the pressure that comes with the success they’ve had in the regular season.”

Jason Zucker allowed the Wild to breathe easier by forcing the Blues to chase from the 2-minute, 47-second mark, rookie Matt Dumba scored his first career playoff goal, and Mikael Granlund and Jason Pominville scored much-needed empty-net goals with the Blues pressuring late in the third period.

Jaden Schwartz and Alex Steen scored third-period goals (Steen’s with 58.7 seconds left after Granlund’s tally), but the Wild held on to stop its streak of seven consecutive Game 1 losses. It’s the Wild’s first 1-0 series lead since April 10, 2003 — its first-ever playoff game against the Colorado Avalanche.

“It was nice to get this one for sure, compared to the way we started previous years here, but there’s an awful lot of work to be done,” said coach Mike Yeo, referring to the Wild’s 1-9 road record the past two postseasons. “It doesn’t feel any different right now, and maybe it’s the opponent that we’re playing. We did a good job tonight. That’s great. But this is a long series.”

The Wild waltzed into an arena that has been unkind and played what Dubnyk called a “fantastic road game.” Typically in St. Louis, the Wild spends most the night being pasted against the boards and running around its zone. The Wild had won once in regulation in the previous 14 visits since Oct. 20, 2007.

But the Wild, winner of 12 of its final 13 road games in the regular season, played a solid defensive game. It blocked 12 of 20 shots in the first period and held the Blues, 4-13 in their past 17 playoff games, to four second-period shots, including none in the final 8:32 of the period.

“We were great with the puck, we were fast coming up the ice on turnovers and we did a good job with keeping them to the outside, especially in the second period,” Dubnyk said.

Zucker, who missed last year’s playoffs because of a knee injury and returned from a broken collarbone with three games left this season, got things started right away.

With the Wild making a line change, Zucker looked to the bench, then suddenly burst forward to catch former Wild defenseman Zbynek Michalek off guard. Zucker wheeled around Michalek, took a tight-angle shot, grabbed the rebound and wrapped the puck around the other side of the net, beating goaltender Jake Allen. “That guy’s a speed demon there,” Allen said.

It brought a speedy end to the arena’s enthusiasm.

“It was deflating for their building,” Zach Parise said of Zucker’s second career playoff goal. “When you can get a road lead two minutes into Game 1, that’s really important.”

In the second, it was mostly all Wild. Charlie Coyle drew a power play. Defenseman Barret Jackman tried to clear a puck out of the zone, but the outlet hit former Blues forward Chris Stewart.

Jared Spurgeon slid the puck to his left and Dumba whistled a laser for a 2-0 lead.

“We know they’re a really good team,” Parise said. “We expect them to play a really good Game 2. There’s room for us to improve. We can play better. But it was a good start.”