Jordan Eberle, Shawn Horcoff and Nail Yakupov also scored for Edmonton, which entered the game having not led at any point this season prior to Hemsky's tally. Devan Dubnyk made 37 saves for the Oilers; 23 of them came in the third period.
"The speed we had down low, they really struggled with that," Oilers coach Ralph Krueger said. "Compliment to them, they never gave up on the game and they pushed us in the third. We had to buckle down to close it out. Dubie played excellent. But in the first two periods, when we get down low and we get moving like that, we're going to be a tough team to play against. I'm certain all the players are going to take this one with them into Phoenix (on Wednesday)."
PA Parenteau replied for the Avalanche (2-3-0), who have lost two in a row to start a four-game road trip. Landeskog did not play after receiving a hard hit from San Jose Sharks defenseman Brad Stuart on Saturday.
"We put ourselves in shorthanded situations again," Colorado coach Joe Sacco said. "We've allowed seven power-play goals now in two games. That's not good enough. The overall game was not good enough as well. We have to pick it up on our special teams, there is no question. And one goal in two games isn't going to get you many points."
Edmonton opened the scoring with five minutes left to play in the first on the tail end of a power play. Hemsky swooped in and swatted a puck past Colorado goalie Semyon Varlamov (23 saves) during a scramble in front of the net.
The Oilers added another power-play goal with two minutes left in the period as Eberle picked the top corner on a shot from the top of the circle for his third of the season.
Edmonton had 14 shots in the first while Colorado only managed three on Dubnyk.
The Oilers took a three-goal lead midway through the second period on yet another man-advantage opportunity as Hall's shot hit Horcoff's skate in front and squeaked past Varlamov.
"We played well early," Eberle said. "Our power play was clicking. We've been a little hesitant 5-on-5 and struggling a bit, but when your power play's clicking, it helps a lot. We generated three goals on that and kept the puck out of our net."
Colorado had its best chance to that point of the game a minute later as Jamie McGinn had Dubnyk beat, but rang a shot off the post.
Persistent pressure by the Avalanche in the third finally paid off eight minutes in as Parenteau fired a shot under Dubnyk's pads at the side of the net to make it 3-1.
"We worked real hard in the first two periods to get the three-goal lead," Dubnyk said. "It allowed us to weather the storm in the third with a padded lead."
Yakupov scored his third of the season on yet another power play with 30 seconds left and Varlamov on the Colorado bench for an extra attacker.
Material from wire services and team media was used in this report.