Sam Honzek also scored for the Flames (5-12-2), who had lost three games in a row.
After making one save in the first period, Wolf stopped five shots in the second and 10 more in the third for the Flames. It was the fourth shutout of Wolf’s career and first of the season.
Yaroslav Askarov made 34 saves for the Sharks (8-7-3), who had won four straight games and had gone 6-0-1 in their past seven.
The Flames outshot the Sharks 13-1 in the first period, but were unable to beat Askarov for the opening goal of the game until the second period.
Mikael Backlund had the best chance when he skated past Sharks defenseman Vincent Desharnais and chipped a backhand shot that hit the right post behind Askarov and deflected wide at 14:56 of the first period.
After Desharnais took a holding penalty on the play, the Sharks recorded their only shot of the period during the short-handed situation, but Wolf was able to get a piece of a backhand shot from the slot by forward Collin Graf.
Coleman put the Flames up 1-0 at 5:46 of the second period. After picking up a turnover by Sharks defenseman Sam Dickinson, Coleman skated in on a breakaway and lifted a shot to the top corner over Askarov’s glove hand.
Honzek scored into an empty net at 19:55 of the third period for the 2-0 final.