Connor Hellebuyck stopped 25 shots for the Jets, who moved to 31-13-9 on the season.
Semyon Varlamov took the loss for Colorado (28-19-4), stopping 29 shots.
Patrik Laine got the Jets on the board with his 13th power play goal of the season.
With Mikko Rantanen off for tripping Laine got Winnipeg on the board 2:27 into the opening frame when he one timed a cross ice feed from Blake Wheeler as Colorado goaltender Semyon Varlamov had absolutely no chance on. The Jets captain got control of the disc along the side boards when defenceman Dustin Byfuglien fed him, Wheeler took a half stride before whipping a pass through the slot which Laine promptly rocketed past Varlamov.
The goal was his 24th of the season.
There was no scoring in the second period.
Jack Roslovic scored 5:17 into the third period to give the Jets a 2-0 lead.
Blake Wheeler got control of the puck in the centre of the Colorado zone before making a move and unleashing a wrister which careened off of Roslovic before landing in the Avalanche net.
The tally was his second of the season.
Nikolaj Ehlers scored an empty netter late in the third period to seal the win for the Jets.
Winnipeg hosts Arizona while Colorado faces San Jose at home Tuesday.
SHOTS-COLORADO 25 WINNIPEG 32