Milan Hejduk, Andrew Brunette and Ossi Vaananen scored for Colorado, which snapped a three-game losing streak.
Jason Arnott scored a pair of goals, one on the power play, for Nashville. Rookie Alexander Radulov also scored.
The Avalanche struck first when Wolski one-timed a shot over goalie Chris Mason's glove hand at 7:22 of the first period.
Arnott tied it with 54 seconds left in the first. He converted a slapshot from the middle of the left faceoff circle, beating Avalanche goalie Peter Budaj high.
Colorado responded with three goals in the second period.
Hejduk scored when he tapped a loose puck under Mason's pad at 2:58. Brunette made it 3-1 when he scored on a backhand off a pass by Paul Stastny at 5:43.
Vaananen scored from above the left circle with a slapshot off a faceoff won by Joe Sakic, who earned the assist at 6:44.
Radulov trimmed the lead to 4-2 at 12:37 when he bounced a shot from the lower edge of the right circle off the skate of Colorado's Brett Clark. It was the Predators' second power-play goal of the game.
Wolski's second goal was an empty-netter with 49 seconds left.
Notes: Budaj evened his record at 9-9. . . . Rookies accounted for four points with Wolski's two goals, Radulov's tally and Stastny adding an assist.