The Oilers had tied the game 6-6 on third-period goals from Petr Sykora, with his second of the game, and Joffrey Lupul before McLean scored the game-winner midway through the period. Andrew Brunette scored a hat trick for Colorado, while Pierre Turgeon, Mark Rycroft and Paul Stastny also scored.
Toby Petersen, Jarret Stoll and Raffi Torres had Edmonton's other goals.
Peter Budaj made 31 saves for Colorado while Dwayne Roloson stopped 23 shots for Edmonton.