"Proud to be the newest member of @frolunda_ET ! Can't wait to arrive in Gothenburg on Thursday evening and to get an Indians jersey on," he wrote on Twitter.
"To all the Avs fans, I'm even more excited to get back in the Burgundy and Blue! Hopefully it is soon."
In 58 games with the Avalanche last season, Duchene registered 14 goals and 14 assists for 28 points.
The 21-year-old becomes only the fourth NHLer to sign on the Swedish Elite League during the lockout, though many others are expected to follow suit in the coming days and weeks.