Alex DeBrincat scored for the Blackhawks (13-19-6), who have won a season-high three straight games.
J.T. Compher scored for the Avalanche (19-11-6), who went 2-2-0 on a four-game homestand. Grubauer made 26 saves.
"Lot of chances, we just couldn't score," said Avalanche forward Mikko Rantanen, who leads the NHL in scoring with 58 points but was held without a point for the seventh time in 36 games. "Guess it's one of those days where it doesn't go in. A tough one for sure.
"It's frustrating when you create a lot of chances. [Grubauer] at the end made some pretty nice saves to keep us in the game. Otherwise this is a game we should have won."
DeBrincat gave the Blackhawks a 1-0 lead at 8:07 of the first period when he scored from the base of the left circle off a pass from Dominik Kahun on a 2-on-1, nine seconds after Kahun returned after serving Chicago's penalty for too many men on the ice.
The Avalanche went 0-for-5 on the power play and are 1-for-14 in the past three games.
"It's the one thing where we haven't been that consistent lately," Rantanen said. "We can work on some things and talk about it a little bit what we can do better. It's execution and pace of play where we have to do better."
The Blackhawks have killed all eight of their penalties during the three-game winning streak.
"It was especially good tonight," Delia said. "We kind of eliminated their chances, kept them to the perimeter. [Defense] did a good job of boxing out, letting me see shots, so that was really good."
Compher tied it 1-1 at 2:58 of the second period. Alex Kerfoot was behind the net when he passed to Compher driving down the slot for a shot glove side.
"[Delia] was under siege at times and he was calm, just another day," Blackhawks coach Jeremy Colliton said. "He made some big saves, he had a calmness back there that was good for our team."