Crosby extended his point streak to seven games to start the season and Matt Murray made 26 saves for the Penguins (5-2-0), who have outscored their opponents 19-9 during a four-game winning streak.
"I think we're just working together," said Crosby, who leads Pittsburgh with 12 points (four goals, eight assists). "I don't think anybody is having to defend on their own. ... I think our effort and our work ethic has got to be there, and if it's not, we're a much different team."
WATCH: [All Avalanche vs. Penguins highlights]
Nathan MacKinnon scored in the third period for the Avalanche (5-0-1), who could have started the season with six straight wins for the first time since 2013-14. MacKinnon is on a six-game point streak to start the season, with nine points (three goals, six assists).
"I didn't love our game tonight. I'll be honest with you," Avalanche coach Jared Bednar said. "I actually liked our first five minutes, or whatnot. I thought we had some jump. Then we took the penalties and [Pittsburgh] gained a lot of life out of that. ... I felt like all of our lines were a little bit in-and-out. Just not good enough to come on the road and win."