Alexandar Georgiev made 25 saves, Valeri Nichushkin scored twice, and Mikko Rantanen had two assists for the Avalanche (27-12-3), who have won eight of their past 10 games (8-1-1).
“I just think that the last couple of games, our commitment to check and play the right way has been really good,” Colorado coach Jared Bednar said. “This is exactly how I want our team to be. I don't want us like giving up a lot of chances, and when we have a big breakdown, we need our goalie to make a save. It's the difference between winning and losing, and tonight [Georgiev] was perfect in that regard.”
Jiri Patera made 32 saves for the Golden Knights (23-13-5), who went 0-for-4 on the power play and lost for the eighth time in 11 games. Adin Hill was originally expected to start in goal but missed his ninth straight game with a lower-body injury.
Vegas hosts Boston on Thursday.
“Not good enough, obviously, to beat a very good hockey club. Didn't think we were on our toes,” Golden Knights coach Bruce Cassidy said. “Had pockets of some good hockey, but not good enough. Special teams are a problem again; got outplayed on those.
“I liked Patera's game. Got kind of thrown in at the last minute [and] did a great job for us. Gave us a chance to win.”
Nichushkin scored a power-play goal to give the Avalanche a 1-0 lead at 19:46 of the first period, one-timing Rantanen’s centering pass under the blocker of Patera.
Nichushkin scored again on the power play at 11:44 of the second period, converting another Rantanen pass from the top of the crease.
“That five-man unit right now, I mean they're clicking pretty good,” O’Connor said. “It's insane. Unfortunately, we have to go up against them every morning skate, and sometimes it can be pretty difficult, but it makes us better at the same time.”
Colorado outshot Vegas 14-5 in the second.
O’Connor scored with a slap shot from just inside the blue line that deflected off the stick of Golden Knights defenseman Nicolas Hague at 9:20 of the third period for the 3-0 final.