The win was their fourth straight.
Bowen Byram and Matt Nieto scored the other Avalanche goals.
Alexandar Georgiev turned aside 26 shots for Colorado, who moved to 32-19-5.
Mason Appleton scored the lone goal for the Jets on the night.
Connor Hellebuyck and David Rittich combined to make () saves for Winnipeg, who have lost four of their last five outings to drop to 35-23-1.
Nathan MacKinnon gave the Avalanche the lead 19 seconds into the contest when he took a breakaway feed from Valeri Nichushkin before cruising in and driftring a high wrister past Hellebuyck.
The goal was his 20th of the season and the fastest goal to start a game for Colorado this season.
Mason Appleton tied it up with a power play marker at 3:12 when he tipped a Nate Schmidt slap shot from the right point past Georgiev to make it 1-1.
The goal was his 2nd of the season.
Mikko Rantanen scored a minute and a half later when Evan Rodrigues banked a puck off the side boards which Rantanen skated into at the Winnipeg blue line before moving in close and parking a shot just under the crossbar to give the Avalanche a 2-1 lead.
The goal was his 37th of the season.
J.T. Compher made it 3-1 at 7:34 when he redirected a Mikko Rantanen point shot past Hellebuyck.
Bowen Byram gave Colorado a three-goal cushion at 10:58 after Andrew Cogliano pivoted at the top of the right face-off circle and fed him a pass.
The Avalanche defenceman moved in to the high slot before he wired a wrister past Hellebuyck, beating him glove side to make it 4-1.
The goal was his 5th of the season.
Matt Nieto got his stick down during a net front battle in time to convert a J.T. Compher feed and shovel the disc past Hellebuyck to give Colorado a 5-1 lead 10:59 into the second period.
David Rittich started the third period in goal for the Jets.
Colorado visits Calgary Saturday while Winnipeg hosts the New York Islanders Sunday afternoon.
SHOTS-COLORADO 36 WINNIPEG 27
ATTENDANCE-14,157
