The Lightning are 1-for-14 (7.1 percent) on the power play in the series, with the only goal coming late in the second period of Tampa Bay's 6-2 win in Game 3.
Game 5 is at Ball Arena on Friday (8 p.m. ET; ABC, ESPN+, SN, CBC, TVAS).
Coming into the Cup Final, the Lightning were 14-for-62 (22.6 percent) with the man advantage. But they have one goal on their past 20 power plays going back to Game 4 of the Eastern Conference Final against the New York Rangers.
Colorado is 6-for-13 (46.2 percent) on the power play during the Final.
Tampa Bay's struggles on special teams continued Wednesday. Ahead 1-0 after Anthony Cirelli's goal 36 seconds into the game, the Lightning had an opportunity to extend their lead when Darren Helm was sent off for interference at 16:57 of the first. But they had two shots on goal during the power play and allowed two shots on goal.
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For the game they went 0-for-2 with five shots on goal on the power play.
"I thought we had some decent looks tonight," Lightning forward Steven Stamkos said Wednesday. "It's just not really in a rhythm right now, so we'll have to make some adjustments."
Colorado, however, was able to cash in on their first power play, with a goal from Nathan MacKinnon at 5:17 of the second period to tie the game 1-1 after Tampa Bay defenseman Victor Hedman was sent off for interference.
The Lightning had a chance to respond when Avalanche defenseman Bowen Byram was called for hooking at 6:12. They had three shots on goal but couldn't get anything past Colorado goalie Darcy Kuemper.
"Guys are trying hard, not everything is going well, but we can't let frustration get under our skin," Tampa Bay defenseman Mikhail Sergachev said. "We had a lot of opportunities to score and we didn't. I'm not going to sit here and say what we could or should have done. We lost the game."
Lightning assistant coach Derek Lalonde understands that power plays will run hot and cold, but he believes a top unit that includes Stamkos, Hedman and forward Nikita Kucherov will be rewarded if they continue to get opportunities.
"We had looks and no goals," Lalonde said. "I really think it will come around if you keep doing things right. The disappointing part is the penalty kill. You can see in their power play it's nothing pretty. They are creating their breaks by being in the blue paint. But we're not creating our luck by not getting clears. We had two missed clears and that puck ends up in the back of the net."
The Lightning have outscored the Avalanche 10-9 at 5-on-5 through four games. So the missed clears on the penalty kill and missed opportunities on the power play could be what will keep Tampa Bay from a third consecutive Stanley Cup championship.
"There's such a small margin of error, such a small margin of difference when you get to this point of the year," Lalonde said. "Special teams is a big part of it. Unfortunately we've been on the bad end of it."
