Jack Drury scored the other Avalanche goal.
Mackenzie Blackwood turned aside 24 shots to pick up the win for Colorado, who climbed to 48-13-10.
Mark Scheifele scored twice for the Jets.
Connor Hellebuyck made 32 saves for Winnipeg, who fell to 30-30-12.
Winnipeg's playoff chances took a major hit with the loss as they are five points out of a playoff spot and have to leapfrog three teams in the Western Conference standings to make the playoffs.
Mark Scheifele gave the Jets the lead halfway through the first when he one timed a nifty backhand feed from Kyle Connor past Blackwood, beating him high and hitting the center bar inside the goal.
The goal was his 33rd of the season.
Jack Drury tied the contest late in the first when he pounced on a rebound off a point shot by Sam Malinski and slid it past Hellebuyck as he fell to the ice.
The goal was his 9th of the season.
Nathan Mackinnon gave Colorado the lead 13 seconds into the third on the power play when he knocked a loose puck sitting in the crease behind Hellebuyck to make it 2-1.
Mackinnon scored again at 3:55, knocking the disc past Hellebuyck and was challenged for goaltender interference by Jets Head Coach Scott Arniel but was allowed to stand to make it 3-1 Avalanche.
The goal was his 48th of the season.
Mark Scheifele scored at 9:39 of the third to pull the Jets to within a goal when Gabriel Vilardi kept the puck in the Colorado zone before hitting an open Perfetti with a pass.
The Jet winger slid Scheifele the disc and the Jet centre tipped it past Blackwood to make it 3-2.
Winnipeg attempted to pull Hellebuyck in the waning moments of the game but were unable to find a break to do so.
SHOTS-COLORADO 35 WINNIPEG 24
ATTENDANCE-14,357
