Valeri Nichushkin, Yakov Trenin, Artturi Lehkonen and Josh Manson scored for the Avalanche.
Nathan MacKinnon and Devon Toews each had a pair of assists.
Alexandar Georgiev turned aside 33 shots for Colorado, who move on to face the winner of the Dallas Stars Vegas Golden Knights series.
Kyle Connor, Josh Morrissey, Tyler Toffoli scored for the Jets.
Connor Hellebuyck made 26 saves for Winnipeg, who were eliminated from the NHL playoffs with the loss.
Kyle Connor opened the scoring 1:15 into the contest when a clearing attempt by Josh Manson in the crease careened off of Artturi Lehkonen and directly into the Avalanche goal.
Connor was credited with the goal as he was the last Jet to touch the puck.
The goal was his 3rd of the playoffs.
Valeri Nichushkin one timed a Devon Toews cross ice feed past Hellebuyck to draw the Avs even just over two minutes later.
The goal was his 7th of the playoffs.
Yakov Trenin gave the Avalanche the lead 5:42 into the second period when he snapped a loose puck past Hellebuyck to score his first of the playoffs.
With Miles Wood off for holding, Josh Morrissey one timed a Mark Scheifele feed past Georgiev 14 seconds into the power play, beating him glove side from the point at 6:48.
The goal was his third of the playoffs.
Colorado got a bout of good fortune 13:45 into the second when Artturi Lehkonen's pass into the slot was redirected into the Winnipeg net by Jet defenceman Neal Pionk to make it 3-2.
The goal was his 5th of the playoffs.
Tyler Toffoli scored just over two minutes into the third to knot the contest at 2:06.
Nikolaj Ehlers left a drop pass for him just inside the blue line before Toffoli moved into the top of the faceoff circles before unleashing a wrister, beating the Colorado netminder just under his blocker.
Colorado replied just over two minutes later when Mikko Rantanen tipped a Devon Toews shot past Hellebuyck to make it 4-3 at 4:11.
Rantanen scored his second of the period at 8:01, finishing off a Mackinnon feed to make it 5-3 Avalanche.
The goal was his second of the playoffs.
Josh Manson added an empty netter to make it 6-3.
SHOTS-COLORADO 32 WINNIPEG 36
ATTENDANCE-15,225
