Nikita Zadorov, Samuel Girard and Blake Comeau scored, and Jonathan Bernier made 29 saves for Colorado (28-18-4), which had lost three in a row (0-2-1).
"I thought we played well most of the game. It was unfortunate to lose the lead in the third," Compher said. "I thought we played well enough to finish it off, but getting that extra point in overtime is huge with the playoff race on."
WATCH: [All Avalanche vs. Oilers highlights]
Connor McDavid had two goals, Drake Caggiula scored, and Al Montoya made 27 saves for Edmonton (22-24-4). It was Montoya's first start for the Oilers since being acquired from the Montreal Canadiens on Jan. 4.
"We haven't played a game in a week and they've already played one (after the NHL All-Star break)," Caggiula said. "We battled our way back. I thought we had a pretty good start to the game. I don't know if it was just fatigue or rust or whatever it was, but we had a bit of a lull through the middle part of the game. But once the third period came around, we pushed and pushed and right until the bitter end there, we tied it up late."
Zadorov scored at 3:04 of the second period to give Colorado a 1-0 lead. He intercepted a clearing attempt by Oilers defenseman Andrej Sekera along the right boards, cut to the middle, and shot it over the blocker of Montoya.
"It is nice to get a win after losing three in a row," Zadorov said. "We have gotten three of the four points on this road trip so far, so it has been a good trip for us."
Girard scored on the power play at 7:52 to make it 2-0 with a shot from the point. The goal was Girard's first with Colorado.
