Setoguchi stickhandled up the right side to get free and fired a low shot from the circle that beat Dallas goaltender Marty Turco to the stick side for Setoguchi's 25th goal of the season.
Evgeni Nabokov stopped 29 shots for his 45th career shutout and registered his fifth shutout this season, helping the Pacific Division-leading Sharks improve to a league-best 91 points, good for a 26-point lead over the second-place Stars in the division.
Nabokov also had luck on his side when Stars defenseman Stephane Robidas hit the post with a shot on the power play with about 11 minutes remaining in the third.
The Stars had a prime scoring chance with 15:32 left, but Nabokov smothered the puck on Brian Sutherby's close-in attempt.
Turco made 23 saves for the Stars, who've lost all four meetings with the Sharks this season after knocking San Jose out of the playoffs last spring.
The Stars were without three of their top players: centers Brad Richards (broken wrist) and Mike Modano (flu), and left wing Brenden Morrow (knee). Modano is day-to-day. The Stars are hoping Richards and Morrow will return if Dallas qualifies for the playoffs.