The Caps enter tonight's contest 1-0-1 with a win over the New York Islanders and a shootout loss to the Penguins, which came in the first game of the season for both teams.
The Avalanche was 2-for-6 on the power play against Pittsburgh on Monday night but also allowed two power-play goals on the five opportunities the Pens had with the man advantage.
"Our penalty kill is going to have to be better," said Bednar following Monday night's game. "It's kind of a flip-flop from what we did in preseason."
With four goals on nine power-play chances through the first two contests of the season, the Avalanche power play is humming at a 44.4-percent clip, which ranks third in the NHL.
"Our power play is stepping up," said Bednar. "We needed them to score a big goal for us on that third-period power play, and they did and found a way to push the game into overtime and we were able to win it, so I like that side of it. They're both still a work in progress."
Colorado now turns their attention to the Capitals, preparing for another tough battle against one of the Eastern Conference's top teams on short rest. Semyon Varlamov is expected to be back in net, facing the team he played for from the 2008 to 2011 seasons. Varlamov is 2-2-0 against his former team with a 1.78 goals against average.
The puck drops at 5 p.m. Tuesday, and the game can be watched live on Altitude.
"It's going to be a tough one. Short turnaround, back to back. We talked about that this is going to be a big test, this road trip playing against a lot of good teams," said Bednar. "I like the confidence our guys have. I think that's the key. We'll give them their rest in the morning and get them ready to go for tomorrow night."