Vegas answered with a power-play goal of its own at 8:56 of the opening frame on a Trevor Lewis shot from between the circles through traffic.
Brendan Brisson gave the Golden Knights a 2-1 lead at 15:58 of the period with a shot from the low slot off a feed from Kai Uchacz.
Vegas took its 2-1 lead into the first intermission along with a 15-9 advantage in shots on goal.
Zach Aston-Reese doubled the Golden Knights’ lead at 8:36 of the second period with a shot from the left doorstep off an assist from Pavel Dorofeyev.
The Golden Knights led 3-1 after 40 minutes of play and took a 26-21 advantage in shots on goal into the third period.
Joe Fleming extended Vegas’ lead to 4-1 with a right-circle slapshot off a pass from Brisson at 2:09 of the third period.
Aston-Reese scored his second goal of the night to give Vegas a 5-1 lead at 4:59 when he batted the puck out of mid-air into the net from the doorstep.
Tanner Laczynski gave Vegas a 6-1 lead at 13:19 with a mid-air backhand deflection in front of the blue paint.
The Avalanche’s next game is on Thursday at 8 p.m. MT against the Golden Knights in Vegas and will be broadcast on NHL Network.