Mark Scheifele scored the other Winnipeg goal.
The Jets rebounded from a 2-1 overtime loss to the Los Angeles Kings the night previous.
Winnipeg moved to 29-12-3.
Mackenzie Blackwood turned aside 26 shots for Colorado, who finished off a three-game road trip with a loss.
Nikolaj Ehlers scored 1:08 into the first period to get the Jets on the board.
Dylan Samberg hit the Jet winger with a neutral zone pass before Ehlers moved across the Colorado blue line before faking a split of the defence and unleashing a wrister which beat Blackwood glove side.
The goal was his 13th of the season.
Mark Scheifele scored at 15:53 of the second period when he converted a Kyle Connor feed after he parked himself at the side of the Colorado net.
Josh Morrissey got the disc to Connor who found a wide open Scheifele who made no mistake, scoring into a wide open goal.
The goal was his 25th of the season.
Colorado Head Coach Jared Bednar pulled his goaltender with 3 minutes remaining in regulation before Ehlers scored an empty netter with just under a minute remaining in the third to seal the win for Winnipeg.
SHOTS-COLORADO 22 WINNIPEG 29
ATTENDANCE-12,225
