The Avalanche battled back from a two-goal deficit and tied it on Dan Hinote's goal 4:02 into the third period. With just over seven minutes to play, Colorado's Joe Sakic carried the puck out of his zone and left it for defenseman Adam Foote along the right boards.
But Foote, trying to avoid a penalty for having too many men on the ice, stepped onto the bench. Shanahan swooped in, skated through the left faceoff circle and snapped a wrist shot over the left shoulder of goaltender Patrick Roy for his first goal in nine games.
The Avalanche pulled Roy for an extra attacker, but Shanahan struck again with 66 seconds to play.
The Red Wings remained the only NHL team that has not suffered consecutive losses this season. They were facing Colorado for the first time since rallying from a three games to two deficit with back-to-back shutouts in the conference finals en route to their third Stanley Cup title in six years.
Peter Forsberg scored the other goal for the Avalanche, who have lost four of five and are 7-6