Roloson made 26 saves, and Shawn Horcoff and Sheldon Souray scored on 5-on-3 power plays in the Oilers' 3-2 victory Friday night.
Marc Pouliot also scored to help the Oilers take a 3-0 lead in the second period.
Mason Raymond and Kyle Wellwood scored for Vancouver.
"We have to learn to play a little bit calmer in those situations," said Roloson, 8-5-3 this season. "We tend to get a little bit frantic.
"But at the same time we did a great job, our guys controlled them for the most part and kept them to the outside for most of the third period. We also got a couple of great blocks in the third to keep the game in our favor."
The Oilers opened the scoring early in the second period. Pouliot stepped in from the right point and fired a wrist shot that beat Curtis Sanford on the short side.
Edmonton struck again 8:31 into the period on a 5-on-3 advantage. Horcoff took a cross-ice pass from Alex Hemsky and slipped the puck past Sanford before the goalie could get across his crease to make the save.
The Oilers took advantage of another 5-on-3 opportunity to take a 3-0 lead with just over 3 minutes to go in the period. The Oilers threw the puck around the offensive zone with reckless abandon until they found Souray alone at the point. Souray blasted a slap shot that deflected off Sanford's chest pad and into the net.
"It was a game of special teams really. They had some opportunities in the third period," Souray said. "When they scored that second goal it really gave them some life, but we got some enormous goaltending tonight. Rollie won us the game essentially.
"When you go up by three you want to be able to maintain that lead. We were fortunate to have a little bit of success on the 5-on-3s and then we just held on. It was a game of momentum swings, but I was happy the way guys stuck with it, the way they showed a lot of guts to win some of those little battles."
Vancouver made it 3-1 with 31 seconds remaining in the second period, snapping a goal drought that stretched over three games and lasted 103 minutes.
Raymond kept going to the net on a 2-on-1 and was able to regain control of the puck after his initial shot was blocked by defenseman Steve Staios. Raymond hammered the loose puck past Roloson, caught out of position reacting to the first attempt.
Vancouver cut the lead to one early in the third period on a 5-on-3 opportunity of its own. Wellwood broke out of a mini-scoring slump by fighting off a check from Ladislav Smid long enough to reach back and get his stick on Alex Edler's point shot. Wellwood has 13 goals this season, but just two in the last 10 games.
"We played a really strong third period, but that comes from staying out of the box. Too many 5-on-3s was the backbreaker tonight," Sanford said. "You give a team like that those opportunities and they are going to put it in the back of the net.
"It's one thing to be down 5-on-4, we are pretty good at killing those, but when you lose that extra man it makes it really difficult. The other thing is that it forces some of our guys, who don't kill penalties, to sit on the bench for a long time."
Notes: Mats Sundin's arrival in Vancouver has been delayed due to flight problems. He's now slated to join the Canucks on Monday and will speak to the Vancouver media on Tuesday. Sundin, who signed as an unrestricted free agent last week, isn't expected to see his first game action for the Canucks for at least a week. ... Vancouver goalie Roberto Luongo, sidelined since Nov. 22 by a groin injury, missed his 13th straight game. ... Edmonton improved to 16-14-3, and Vancouver fell to 19-14-3.