A night earlier in Denver, the Avs came back from a 5-3 hole in the final frame to beat the Flames 6-5 in regulation.
Dustin Wolf was stellar in the loss for the Flames, making 34 saves. He stood tall in the second period when Calgary outscored Vegas 2-1 but were outshot 15-4.
Yegor Sharangovich had a pair, while MacKenzie Weegar and Nazem Kadri also scored for Calgary, who have now lost three straight.
More on Sharangovich here
Kadri, who scored Monday in Denver, now has six points in his last five games while Sharangovich, who also tallied against the Avs, has goals in three straight outings.
With Wolf pulled, Sharangovich tipped a Noah Hanifin shot past Logan Thompson with 59.3 seconds left to play to force overtime.
The Flames got on the board at 6:25 of the first to open the scoring.
Blake Coleman made a difficult pass around two Golden Knights to Mikael Backlund as they exited the zone, the captain skating it up and then firing a shot that Thompson stopped, but a huge rebound went out to the right-wing boards and Weegar launched a slapshot that found twine for his seventh of the season.