Phil Kessel had a goal and an assist for Arizona (8-4-1), which is 8-2-1 in its past 11 games. Kuemper has won six of his past seven starts.
"We're just maturing as a group and doing a great job of staying even keel," Kuemper said. "We don't really get too high after a night like this and too low when it doesn't go our way."
Christian Dvorak gave Arizona a 1-0 lead with a power-play goal at 6:40 of the first period from the crease off a rebound of Kessel's shot from the point. Jordan Oesterle, returning after being out six games because of an upper-body injury, had the secondary assist.
"We've got to get the puck to Phil on the power play. That's our No. 1 option and he hasn't really been getting it," Coyotes coach Rick Tocchet said. "Basically, the game plan was to beat their pressure and get the puck to Phil, and that was a textbook goal. We love those goals."
Kessel made it 2-0 along the goal line off a between-the-legs pass from Barrett Hayton at 15:52 of the first. Kessel has 11 goals in 18 games against Colorado.
"He threw it on the boards, I saw him coming and just floated into that space and obviously he did the rest," said the 19-year-old Hayton, who was moved up to Arizona's top line. "There were some looks that were there and I was able to take advantage of and make some plays."
The Avalanche outshot the Coyotes 17-3 in the second period but failed to score.
"We can't expect to start like that and end up with the result that we want," Colorado forward Matt Nieto said. "We're digging ourselves in a hole early and even if we come on, playing from behind like that is tough to do in this league."
Conor Garland scored on a one-timer from the left face-off circle off Nick Schmaltz's cross-ice pass for a 3-0 lead at 15:52 of the second period. Garland leads the Coyotes with seven goals, all at even strength.
"When we get going, we're a tough team," Kessel said. "We got some good goals, we defended well, and obviously [Kuemper] was great."
