WATCH: All Stars vs. Avalanche highlights
Lehtonen, who has 35 NHL shutouts, ended a personal three-game losing streak. He has two wins in his past five games, both against Colorado. He had 34 saves in a 3-2 home win against the Avalanche Nov. 17.
"It's nice," Lehtonen said, "but it was really like a whole team shutout. We took some chances in the first [period], but then after that we just played really solid. We didn't try anything stupid when it wasn't there, and then when we had something we tried to make a play. For us it's a step in the right direction and something we hope we can build on."
Curtis McKenzie, a healthy scratch in six of the previous seven games, gave the Stars a 1-0 lead at 5:08 of the first period when he converted his own rebound for his second goal of the season.
The Stars went ahead 2-0 on Tyler Seguin's power-play goal at 6:02 of the second period with the Avalanche's Rene Bourque off for slashing. Dallas had been 2-for-17 on the power play in seven games before Seguin scored his ninth goal of the season.
"Feels good to contribute and do what I'm supposed to do," Seguin said.
Patrick Eaves scored into an empty net with 1:22 remaining for his 10th goal.
"From start to finish we played the game the right way, we got the lead and continued to play the game the right way, which was important," Stars coach Lindy Ruff said. "We didn't give up any big plays, we got a big power-play goal. I liked five of our [previous] six periods and tonight I liked all three and we finally got rewarded. It was good to see us play that well away from the puck."
The Avalanche have allowed the first goal in 17 of 23 games and were limited to five shots each in the second and third periods. They had 23 total.
"Just playing horrible hockey," Avalanche center Nathan MacKinnon said. "It starts with us, key guys ... all of us need to be better. We haven't been good this homestand, we've been pretty bad. The top guys need to be the top guys, that's how you win, not trying to force things.
"I'm not saying we're approaching with a losing mindset, but we're definitely tentative, especially in the first period. I don't think we've scored the first goal in I don't know how long, but it's been bad."