Lehkonen, who also had an assist, tapped in a centering pass from Nathan MacKinnon five-hole on Stuart Skinner.
Sean Walker scored two goals, and Alexandar Georgiev made 32 saves for the Avalanche (43-20-5), who have won six straight. MacKinnon extended his point streak to 15 games (10 goals, 21 assists).
Warren Foegele and Sam Carrick scored, and Skinner made 41 saves for the Oilers (40-21-4), who had won two straight.
Walker put Colorado ahead 1-0 at 10:39 of the second period. He took a lead pass from Lehkonen and scored blocker side from the right circle on a 2-on-1.
Zach Hyman appeared to tie it at 2:05 of the third period, but a video review determined that he kicked the puck into the net.
Foegele did tie it 1-1 at 5:46, tipping in a point shot by Evan Bouchard.
Carrick gave Edmonton a 2-1 lead at 11:48, getting inside position and scoring from in front. It was his first goal with the Oilers since being acquired in a trade with the Anaheim Ducks on March 6.
Corey Perry had the secondary assist on the play, his 900th NHL point.
Walker tied it 2-2 at 14:40. He chippped in and scored with a one-timer from the left hash marks off a pass from Casey Mittelstadt.
Walker's goals were his first with Colorado since being acquired in a trade with the Philadelphia Flyers on March 6.
