Mason Marchment gave the Stars a 2-1 lead at 14:28 of the first period with a shot from the right doorstep.
Dallas doubled its lead at 7:07 of the second period when Jamie Benn scored from the net front.
The Stars took a 4-1 lead when Roope Hintz scored a power-play goal with a one-timer from the slot at 18:42 of the middle frame.
Lehkonen put the Avs within two with his fourth goal of the season, scoring from the left circle after receiving Nathan MacKinnon's backhand saucer pass at 1:02 of the third period.