"We weren't what we needed to be against a team that can create their own transition opportunities with some great speed and some great scorers," new St. Louis coach Andy Murray said after his second game. "They took advantage of all of those things after we played a pretty good period."
Pierre Turgeon also had a goal an assist. Joe Sakic scored on the power play, one of three goals for Colorado in the second period.
"I thought we were diligent and had to make plays around the net," Colorado coach Joel Quenneville said. "We got a power-play goal to get us going, and everybody played well in today's game."
Peter Budaj stopped 25 shots for his second win in two games for the Avalanche, who have won three of six.
Jamal Mayers scored the lone goal for St. Louis, 0-2 under Murray.
Jason Bacashihua made 41 saves, and Marek Schwarz had one stop when he played briefly in the second period. Schwarz came in at 15:10 after Hejduk's goal and Bacashihua returned 2:17 later.
"We had guys that weren't as good as they needed to be," Murray said.
The Blues have earned only one standings point during the 0-8-1 skid that led to the firing of coach Mike Kitchen on Monday night.
Mayers gave the Blues a 1-0 lead at 5:35 of the first period, after Bacashihua kept Colorado at bay during the first three minutes with several diving saves. He went across the crease to deny Tyler Arnason and Turgeon.
Mayers converted a cross-ice pass from Jay McClement into his fifth goal of the season.
"Everyone played well in front of me in the first period," Bacashihua said. "I can't tell you what happened in the second period.
Bacashihua didn't fare as well in the second period when Sakic, Stastny and Hejduk scored. With the Avalanche on the power play, Sakic sent a wrist shot by Bacashihua at 1:49 for his 14th goal.
"We came out strong in the first period, but had nothing to show for it," Turgeon said. "The second period we played very well, and coming out with two points was what we were looking for."
Stastny scored off a pass from behind the net from Turgeon at 3:25, and Hejduk made it 3-1 with a wrist shot from the left circle that got past Bacashihua at 15:10.
"I pulled him to allow him to refocus and give our team a break," Murray said of Bacashihua. "I wanted to indicate to him that I wasn't faulting him and told him he would go in there and we would play harder for him."
The Blues didn't. Colorado outshot them 20-10 in the period.
Turgeon made it 4-1 at 5:45 of the third period.
Notes: Linesman Pierre Champoux left the game in the first period with a back injury and didn't return. ... Bacashihua made his 17th NHL start and 25th appearance. ... St. Louis is 2-5 on the second of back-to-back games. ... Avalanche coach Joel Quenneville (307-191-77-18) is the winningest coach in the history of the Blues' franchise. ... Colorado D Patrice Brisbois played in his 900th game.