Hejduk and Wojtek Wolski scored power-play goals for the Avalanche, and Paul Stastny tied it with 15:29 left in the third period.
Patrick O'Sullivan and Dustin Brown scored 74 seconds apart early in the third period and Alexander Frolov connected during a power play for the Kings. But O'Sullivan and Brown were stopped in the shootout by Peter Budaj, who made 27 saves in regulation.
O'Sullivan tied it at 2-2 just 49 seconds into the third period. Budaj stopped O'Sullivan's initial shot from the left circle, but left a long rebound. Anze Kopitar got the puck and fed it behind the net to O'Sullivan, who was stopped on a wraparound and flipped the rebound over Budaj's glove.
Brown put the Kings ahead for the first time at 2:03 of the period, splitting through the defense and taking a wrist shot that trickled through Budaj's pads. But Stastny tied it about 2 1/2 minutes later when he redirected Scott Hannan's one-timer from the left point past Erik Ersberg's glove.
Trailing 2-0, the Kings used their power play to get on the board at 14:45 of the second period after Wolski received a 4-minute high-sticking penalty for cutting Kyle Quincey. Frolov beat Budaj from the left circle.
Colorado defenseman Adam Foote left the game with a back injury at 6:51 of the second period. He was chasing the puck into the right corner of the Avalanche zone when Kings forward John Zeiler shoved him into the boards with his right forearm. Foote remained motionless on his stomach for several moments while his teammates went after Zeiler.
The play occurred right in front of referee Stephane Auger, who made no call until after the ensuing fight broke out. Zeiler received a five-minute boarding major and a game misconduct. Foote eventually got up and was escorted off the ice by teammate Ryan Smyth and a trainer. The Avalanche ended up with a 3-minute power play, but came up empty.
A similar incident occurred with 11:46 left in regulation. Wolski chased a loose puck behind the Kings' net and Sean O'Donnell sent his head against the boards with his right elbow, leaving the Colorado forward woozy for several moments. He made it to the dressing room under his own power, and no penalty was called.
The Avalanche, 2-for-34 on the power play over its previous eight games, opened the scoring at 17:10 of the first period during an advantage. Hejduk beat Ersberg to the glove side with a wrist shot from the top of the left circle that caromed in off the right post.
Frolov was serving a penalty for slashing Hannan when Wolski cruised down the slot and converted Stastny's centering pass at 5:59 of the second period, giving the Avalanche a 2-0 lead.
Notes: Avalanche captain Joe Sakic and Kings executive Luc Robitaille recorded video messages that were shown during Saturday night's ceremony in Montreal where the Canadiens retired Patrick Roy's No. 33 jersey. Robitaille scored 16 goals in 39 career games against Roy, according to the Elias Sports Bureau. ... Sakic missed his fifth straight game straight game due to a sore back.