Ryane Clowe and Joe Thornton also lit the lamp for San Jose, which has won four in a row and prevented the Red Wings from winning a sixth consecutive game.
Thornton's goal was the 300th of his career, and he added two assists. Antti Niemi made 35 saves in the victory.
Danny Cleary tallied twice for Detroit, while Jimmy Howard let in four goals on 43 shots.
"They played well, we didn't play great at all," Cleary said. "We had some chances offensively, but I think defensively we were too loose."
With the score tied late in the second period, Setoguchi netted his first.
Thornton enabled the tally after leading a San Jose rush into the Red Wings' end and dishing to the left circle forLogan Couture, who blasted a shot that Howard stopped. Thornton picked up the rebound by the left post, then circled behind the net before passing out front for Setoguchi's stuff-in with 1:17 remaining.
That goal gave the Sharks a 3-2 edge, and Setoguchi made it a two-goal edge late in the third.
Thornton was again central to the play, passing from the right boards to the slot for Setoguchi's blazing slap shot with 6:48 on the clock.
"He's skating real well," Thornton said of Setoguchi, who had a hat trick in Saturday's win against Colorado. "He's getting to goal-scorers' spots and he's finishing. So we'd like for him to stay hot like this because it's a real luxury for us."
Henrik Zetterberg netted a power-play goal with 1:51 to go, bringing the Red Wings within one, but Niemi was strong the rest of the way to secure the victory.
The Sharks got on the board with 7.4 seconds left in the first period, when Thornton backhanded in a rebound during a power play.
Cleary scored by the right post at the 7:06 mark of the second, though Clowe's breakaway tally at 14:08 restored San Jose's lead. But only 34 seconds later, Cleary jammed in the puck by the left post to even the contest.
San Jose opened a three-game road trip that includes stops in Pittsburgh (Wednesday) and Calgary (Friday)...The Sharks have won three consecutive regular season games in Detroit. They also swept the season series in Detroit for the first time in team history...Cleary has a career-high 21 goals this season.