Mark Scheifele and Josh Morrissey each had a pair of assists.
Connor Hellebuyck made 30 saves for Winnipeg, who moved to 18-9-2.
Jonathan Drouin and Jack Johnson scored for the Avalanche.
Nathan Mackinnon had a pair of assists.
Ivan Prosvetov turned aside 19 shots for Colorado, who dropped to 18-9-3.
Gabriel Vilardi got the Jets on the board 13:56 into the opening stanza after Josh Morrissey kept a puck in the Avalanche zone before getting the puck to Scheifele, simply slid the disc to an open Vilardi, who lifted the puck into a wide open cage.
Vladislav Namestnikov followed up with a power play marker 1:42 later when Alex Iafallo found him in the slot and the Jet centreman snapped the disc past Prosvetov to give Winnipeg a 2-0 lead.
The goal was his 3rd of the season.
Alex Iafallo scored at 8:43 of the second when Colorado defenceman Sam Malinski threw the puck up the center of the ice from behind his net, right onto Iafallo's stick.
He whipped a bachkhander past Prosvetov, beating him high blocker side to give the Jets a 3-0 lead.
Jonathan Drouin got Colorado on the board with a power play marker 2:07 into the third when he snagged the puck off the end boards off a Mikko Rantanen shot from the point before lifting it past Hellebuyck to make it 3-1.
Gabriel Valardi restored the two-goal cushion just over a minute and a half later when he pulled the puck off Prosvetov's pads and neatly slid the disc into the goal at 3:40.
The goal was his 4th of the season and third in his last two games.
Nino Niederreiter scored 8:48 into the third, converting a Vladislav Namestnikov cross ice feed, beating Namestnikov glove side to make it 5-1 Jets.
The goal was his 8th of the season.
Jack Johnson scored for the Avalanche at 10:41 to make it 5-2.
Nikolaj Ehlers scored an empty netter at 17:57 of the third to seal the win for the Jets.
Colorado hosts San Jose Sunday while Winnipeg hosts Montreal on Monday.
SHOTS-COLORADO 32 WINNIPEG 25
ATTENDANCE-13,515
