McGehee and Weeks did their part to help. McGehee hit a three-run homer in the first and Weeks added a solo shot off Rockies starter Greg Smith (0-1) in the fifth.
Trevor Hoffman gave up a run in a rocky ninth for his 592nd career save.
Milwaukee snapped a seven-game losing streak to the Rockies. Colorado's Ian Stewart hit his second homer in as many days and doubled and tripled.
Wolf received raucous cheers each time he struck out a batter and a standing ovation when he left, a sharp difference from last year when most Milwaukee fans were howling in disgust at a rotation that compiled a majors-worst 5.37 ERA.
Wolf left after giving up a run-scoring fielder's choice to Carlos Gonzalez in the seventh that made it 5-4 and a single to Dexter Fowler to put men on first and second with two outs.
Reliever Mitch Stetter retired Todd Helton on a popup to end the threat and LaTroy Hawkins pitched a perfect eighth, but Hoffman ran into trouble.
After Milwaukee scored two insurance runs in the bottom of the eighth, Hoffman allowed a leadoff triple to Stewart, who scored on Seth Smith's groundout. Gonzalez hit a flare single with two outs to bring up the tying run in pinch hitter Jason Giambi, who struck out on a 73 mph changeup.
Helton drove in Colorado's first run in the first, but the Brewers answered in the bottom of the inning with McGehee's two-out, opposite field homer that made it 3-1.
Prince Fielder finished 2 for 2, scored twice and drove in one of the insurance runs in the eighth. He was in stitches, too, at his own expense.
In the fourth, Fielder and McGehee were at the corners with no outs when Gregg Zaun hit into a double play. Fielder should've scored easily, but he tripped, struggled to regain his balance and held onto his helmet awkwardly as he got back on his feet to sprint home and make it 4-2.
Weeks' solo shot in the fifth made it 5-3 and was his first homer since season-ending surgery on his left wrist last year.