O'Reilly scored the winning goal early in the third period, and Craig Anderson stopped 27 shots in Colorado's 4-3 victory over Ottawa on Wednesday night.
O'Reilly's goal gave the Avalanche a 4-1 lead en route to their second straight victory and fourth in five games. Rookie Matt Duchene, Kyle Quincey and Chris Durno also scored for Northwest Division-leading Colorado, 8-2-1 against the Eastern Conference and 4-0 against the Northeast Division.
"I don't know what it is," O'Reilly said. "A lot of guys are from here. They must just be used to the time or something like that. We're just able to play different."
"All our guys played well, you can't really fault too many guys," Senators coach Cory Clouston said. "We generated 30 shots, we gave up 20. There's not much more you can do."
Shannon has four goals in the last three games.
"All the bounces I missed at the beginning of the year are going my way now. I don't want to talk about it," Shannon said, fearful of jinxing himself.
O'Reilly made it 4-1 early in the third, but the Senators made it close when Foligno redirected a point shot, and Shannon scored his second from close range with a little less than 6 minutes to go.
"It was a good game and it's always nice to win those," O'Reilly said. "Around the 10-minute mark, we let them come right back into it and that's been a tendency for us lately, but we are young and we have the leadership and we're changing that. In order for us to be successful down the road, that's something we have to do."