The way the trio has clicked so far, Heatley could enjoy an extremely successful first season with the Sharks.
Back at HP Pavilion following a hat trick in his home debut, Heatley looks to find the back of the net again Saturday night when San Jose meets the Minnesota Wild.
Acquired from Ottawa in September for Jonathan Cheechoo, Milan Michalek and a second-round pick in 2010, Heatley arrived in San Jose looking to rebound from last season, when he had his lowest point total (72) since 2003-04.
"This is a very good team with a great chance to win," Heatley said of last season's Presidents' Trophy winners. "I think we all understand that. I like the system. I think an offensive system makes the game fun and fast-paced."
Heatley has nine points in four games after posting a hat trick with an assist in Thursday's 6-3 win over Columbus at HP Pavilion.
"It was a great night," said Heatley, who was showered with chants of "Dan-y Heat-ley! Dan-y Heat-ley!" after a third-period penalty shot gave him his eighth career hat trick. "The crowd was great from the introductions on. As a group we played real well tonight, we skated well, forechecked well and got rewarded for it."
Thornton, among the NHL leaders with eight assists, matched a franchise record with four against the Blue Jackets, while Setoguchi had a goal and an assist.
"It was a very dangerous line as the night went on," Sharks coach Todd McLellan said. "They're starting to instinctively know where each other is on the ice."
Dan Boyle added a goal and two assists for San Jose (2-2-0).
Minnesota (1-2-0) is continuing its five-game trip following Thursday's 6-3 loss to Los Angeles. After rallying from three goals down in the third period to defeat Anaheim 4-3 in overtime Tuesday, the Wild could not overcome a 3-0 first-period deficit to the Kings.
"We had some guys who just weren't ready for the start of the game," coach Todd Richards said. "And you're not going to win a lot of games if you're starting second periods down by three goals."
Martin Havlat, who signed with Minnesota after playing the past three seasons with Chicago, scored his first goal on a power play in the second period.
Nick Schultz also found the back of the net with the man advantage for the Wild, who are among the league leaders, converting 46.2 percent on the power play.
Making his season debut, Josh Harding made 17 saves against Los Angeles. He has never faced San Jose.
Minnesota's Niklas Backstrom went 2-1-1 with a 3.12 goals-against average versus the Sharks last season, while San Jose's Evgeni Nabokov is 8-0-1 with a 1.53 GAA against Minnesota since Nov. 7, 2006.
Sharks forward Brad Staubitz can return Saturday after serving a one-game suspension for a hit on Kings defenseman Davis Drewiske in Tuesday's 6-4 loss.