The game was tied at 1 and Edmonton goalie Mikko Koskinen had frustrated Colorado's offense, turning away one shot after another, before the Avalanche finally broke through in the final period during a 2:32 span.
At 3:05 of the third, Nieto scored off a cross-ice pass from MacKinnon to give the Avalanche their first lead. Just more than a minute later, Ian Cole wristed a shot that went in and out of Koskinen's glove, and MacKinnon swept into the crease to knock in the rebound.
O'Connor capped the surge at 5:37 with a backhand that beat Koskinen for his first NHL goal. Valeri Nichushkin set up O'Connor by digging out a loose puck from behind the net and passing it to him in front.
The Avalanche couldn’t score during a five-minute power play, including two minutes when they had a 5-on-3 advantage due to a tripping penalty on Leon Draisaitl before tying it 1-all on Kadri's goal at 10:50 of the second. Edmonton's Adam Larsson drew a five-minute major for elbowing T.J. Tynan in the head to set up the power play.
Kadri mounted a rush down center ice and wristed a shot from the middle of the right circle that the zoomed into the net under Koskinen's glove.
Khaira opened the scoring in the first period.
Mikko Rantanen is nearing a return from a lower-body injury that’s sidelined him since late October. He is practicing without restrictions and could rejoin the Avalanche for their home game Saturday against Chicago. ... D Samuel Girard has appeared in 174 consecutive regular-season games, the longest active streak by an Avalanche player. ... Sam Gagner leads the Oilers with 41 career points (15 goals, 26 assists) in 48 career games against the Avalanche. ... Edmonton managed only two shots in the final period.
Oilers: Host the Vancouver Canucks on Saturday night.
Avalanche: Visit the Chicago Blackhawks on Friday in the first of a home-and-home, back-to-back set.