Fedun scored the rebound of a Benn shot in the crease at 6:16 of the third period to cut the Blackhawks lead to 3-2.
"It was a matter of trading a lot of chances today," Fedun said. "They capitalized on some of theirs, and we didn't."
Kane scored the first of two empty-net goals for the Blackhawks to make it 4-2 at 18:10.
Brendan Perlini scored the second at 18:50 for the 5-2 final score.
Kane, whose 17 goals lead Chicago, said it has taken some time for the Blackhawks to adjust to the style of Colliton, who took over for longtime coach Joel Quenneville on Nov. 6.
"It seems like we're going to have to be more of a defensive team," he said. "That's the way it is if we're going to win games. I think everyone's OK in here kind of playing defense first, trying to capitalize when we get those chances."
Klingberg was minus-3 with two shots on goal in 24:30 in his first game since Nov. 8, when he broke his right hand.
"I felt OK," he said. "My timing was a little off."
Luke Johnson played center on Chicago's fourth line in place of Marcus Kruger, who was placed on injured reserve Wednesday after sustaining a concussion against Nashville. Johnson had one shot on goal in 10:46.