Devon Toews scored, and Pavel Francouz made 27 saves for the Avalanche (40-11-4), who lead the NHL in points (84) and points percentage (.763).
"They played us hard and played stingy in all the games we played against them," Colorado coach Jared Bednar said. "They played us tough. You've got to give them credit. They're improving as a team as the year goes on, and I did not think we took them lightly.
"You want to win them all, you want to get after them, but on this particular night, we just didn't do enough to win the hockey game. And their goaltender made a big difference for them."
The Avalanche's top line of Andre Burakovsky, Nathan MacKinnon and Mikko Rantanen was limited to one assist by MacKinnon, who had four excellent scoring chances denied in the first 30 minutes.
"I don't think we were bad today. We had some breakdowns that caused a couple of goals, and that's the hockey game," Rantanen said. "We had some really good chances. We could have easily scored on a good night probably six goals, but that's hockey."
Arizona coach Andre Tourigny constantly matched his fourth line of Antoine Roussel, Christian Fischer and Lawson Crouse against the MacKinnon line or Colorado's second line of Gabriel Landeskog, Nazem Kadri and Alex Newhook.
"They played against the best all night tonight," Tourigny said. "You don't have a break. You don't have a breather any time you go on the ice. It's a lot of urgency. It's a key moment every time. They were rock solid and physical and they brought momentum."