Whether they can keep it going despite their top goaltender getting a night of rest remains to be seen.
Colorado visits the Boston Bruins on Thursday night seeking its sixth consecutive road win in the series.
The Avalanche are 3-0-0 for the first time in their 18-year history since moving from Quebec with Roy leading the way in his first season as coach. The franchise's best start was a 7-0-0 mark as the Nordiques in 1985-86.
"It's just more momentum on our side," Cory Sarich told the team's official website after scoring his first goal since Jan. 10, 2012, in the team's 2-1 win at Toronto on Tuesday. "We have to keep working on things, we have to stay grounded. We'll enjoy (the win) for a minute."
P.A. Parenteau recorded the go-ahead goal in the third period, his third of the season, with No. 1 overall pick Nathan MacKinnon getting credited for his fourth assist. Parenteau scored two goals the last time he faced the Bruins while with the Islanders on March 31, 2012.
Fifteen players have recorded at least one point for the Avalanche, including eight with two or more.
"This is what our team is about right now. Everybody is chipping in," Roy told the team's website. "Overall, it's a team effort and that's what we're looking for."
A big reason for Colorado's success has been Semyon Varlamov stopping 88 of 91 shots. However, Roy said he will give Jean-Sebastien Giguere his first start of the year. He owns a 3.19 goals-against average in six career starts versus Boston.
The Bruins (2-0-0) have won their first two games for the second straight season following a 4-1 home victory over Detroit on Saturday. Boston was 2 for 4 on power-play chances, with Zdeno Chara scoring a goal and also using his 6-9, 255-pound frame to screen opposing goalie Jimmy Howard and set up another power-play score for Torey Krug.
The club was scoreless on five chances with the man advantage in a 3-1 win over Tampa Bay in the opener. Colorado has held opponents scoreless on seven power-play opportunities.
"It's always been a basic part of my game to work hard," Chara said. "When I'm in there, I might as well enjoy it."
Coach Claude Julien has the advantage of four days off between games, a rarity during last season's lockout-shortened schedule.
"It's good in a way with the new players that we have in our lineup, not necessarily about teaching, but again going through some things here that are reminders. And you hear me say a lot about making things become second nature and by repeating things in practice, it gives you that opportunity to create that," he told the team's website.
Jarome Iginla has tallied nine goals and four assists over his last 12 games versus Colorado, while David Krejci has six points in four career matchups.