"It is the way hockey goes," said Connor, who has six goals in his past four games. "You are going to get a couple of good bounces."
Connor put Winnipeg ahead 4-3 at 10:45 of the third period on a redirection of Neal Pionk's point shot on the power play before completing the hat trick when he got the rebound of Patrik Laine's shot and scored with a backhand to make it 5-3 at 16:31.
WATCH: [All Jets vs. Avalanche highlights]
After Blake Wheeler scored into an empty net to extend the lead to 6-3 at 17:39, Nazem Kadri scored for Colorado to cut it to 6-4 with 44 seconds remaining, but Nikolaj Ehlers scored into another empty net with 12 seconds left for the 7-4 final.
"He's dialed in," Wheeler said of Connor. "I mean, the kid's got world-class hands on him and he just works extremely hard. Since his recall a couple of years ago, he's just really invested in working every single night."
Wheeler had two goals and an assist, Mark Scheifele had a goal and three assists, Ehlers had a goal and two assists, and Connor Hellebuyck made 39 saves for the Jets (22-15-3), who were 0-2-1 in their previous three games.
"It wasn't always pretty, it wasn't always us carrying the play by any means," said Wheeler, who played his 900th NHL game. "You don't have to win in this League like that. You can just battle, and I think we had every guy invested in that battle. A lot of 1-on-1 battles we won tonight, and that was the difference."