Devon Toews and Mikko Rantanen each scored a power-play goal, and Philipp Grubauer made 23 saves in the first road game of the season for the Avalanche (2-1-0).
Andreas Athanasiou scored for the third straight game, and Cal Petersen made 21 saves in his season debut for the Kings (0-1-2).
Toews gave Colorado a 2-0 lead at 14:11 of the second period on a one-timer from the high slot off a pass from Samuel Girard, and Rantanen extended the lead to 3-0 at 16:06 on a one-timer from the right circle off a pass through the slot from MacKinnon.
Colorado was 2-for-6 on the man-advantage against Los Angeles and is 8-for-17 through three games.
The Kings gave the Avalanche four of those power plays in the second period, continuing a trend of undisciplined play. Los Angeles has committed 18 penalties this season, with 13 of them coming in the second period.
"There's not a magic wand with penalties other than taking responsibility," Kings coach Todd McLellan said. "When you give up six power plays, eventually a couple are going to get in."
Athanasiou got the Kings within 3-1 at 7:50 of the third period, and Adrian Kempe scored on the power play at 14:22 to cut it to 3-2.
"We've had stretches where we've played good hockey. Even strength we can play with anyone, but it is about staying disciplined," Athanasiou said.
Saad scored his first goal with the Avalanche to make it 1-0 at 3:07 of the first period, tapping in the rebound of Matt Calvert's shot in the crease.
MacKinnon appeared to score 27 seconds into the second period, but McLellan challenged for goaltender interference on Rantanen, and the call was reversed after a video review.
"Could have had a few [more goals] early," MacKinnon said. "I think I had one called back and it was just unfortunate, but our power play stepped up the last two games (5-for-7 in 8-0 win against Blues on Jan. 15) and we need that to keep going."
NOTES:Athanasiou is the third player to score in his first three games for the Kings, joining Wayne Gretzky (first four games in 1988-89) and Bill Lesuk (1971-72). … Avalanche defenseman Erik Johnson made his season debut after clearing COVID-19 protocol on Saturday. Johnson, who missed all of training camp, played 12:42 with Colorado dressing 11 forwards and seven defensemen with forward Andre Burakovsky (upper body) out. … Prior to the game, Colorado acquired defenseman Greg Pateryn in a trade with the Minnesota Wild for defenseman Ian Cole.