Devan Dubnyk stopped all 36 shots he faced as Edmonton claimed a 4-0 victory over Colorado at Pepsi Center.
Shawn Horcoff, Sam Gagner, Magnus Paajarvi and Ryan Nugent-Hopkins all lit the lamp for the Oilers, who won the final two contests of a nine-game road trip.
Ales Hemsky finished with two assists as Edmonton returns home to host Detroit on Friday after a 3-4-2 stretch away from northern Alberta.
"It feels like we spent a long time on the road, but it's a productive time for us," Horcoff said. "There was so much gloom and doom going into Chicago. I'm really proud and impressed with our guys and how we responded."
Semyon Varlamov made 27 saves in defeat for the Avalanche, who couldn't maintain momentum from back-to-back wins over Chicago and San Jose.
Horcoff opened the scoring for the visitors at 11:20 of the first period, breaking free up the middle when Avs captain Gabriel Landeskog fell over, and scoring on the forehand.
Gagner doubled the advantage less than five minutes later by knocking in a Ryan Whitney rebound from inside the crease.
Paajarvi made it 3-0 when he broke up the left wing, and followed up his own rebound by batting the puck out of midair and past Varlamov with 7:44 left in the second period.
Nugent-Hopkins provided a four-goal edge for the visitors on a power play just after the 6 1/2-minute mark of the final period.
Dubnyk made 13 saves in the opening 20 minutes, 13 in the middle frame and 10 in the third to score the clean sheet.
"We came out hard the first five minutes, they go up 1-0 and then 2-0 and we got away from our game," Landeskog said. "We just let them run away with this one. We had two emotional wins and we have to feed off the momentum."
Dubnyk recorded his fifth career whitewash, Edmonton's first this season, and his first since Mar. 14, 2012 against Columbus (3-0) ... Nugent-Hopkins snapped a 12-game goal drought, dating back to his lone score this season, on Feb. 16 vs. Colorado.