Marleau -- who leads the NHL with eight goals -- scored 1 1/2 minutes apart on the same power play, becoming only the second player in NHL history to begin a season with four straight two-goal games.
Marleau added an assist, Joe Thornton supplied a power-play goal and an assist and Matt Irwin notched his first career goal as the Sharks improved to 4-0-0 to start the lockout-shortened season.
Thomas Greiss recorded his initial NHL shutout for San Jose, turning aside all 24 shots he faced.
Semyon Varlamov started in net for the Avalanche, allowing four goals on 26 shots. Jean-Sebastian Giguere mopped up with 17 saves.