The Avalanche netminder was playing in his first contests since having season-ending hip surgery to fix his injured groin in January.
"I think he's looking good and he's working hard, like he always is," said Avs captain Gabriel Landeskog of Varlamov. "He has kind of always been the heartbeat of this hockey team, and we know when he's playing well, we're feeding off of him. It's good to have him back between the pipes."
Colorado ends its six-game preseason slate with a 4-2-0 record and wins in four of its last five outings. The Avs outscored their opponents 20-12 in those contests.
The Avalanche's top two lines once again shined on Thursday, with Nail Yakupov, Sven Andrighetto and Mikko Rantanen playing starring roles just steps away from the famous Las Vegas Strip.
"We picked up where we left off last season," said Andrighetto, who also had an assist while on a line with Nathan MacKinnon and Rantanen. "It is definitely a good sign, and it is only going to get better with more games."
Tyson Jost also scored and Chris Bigras had two assists as well for Colorado.
The two teams played a tight first period, but it was the Avalanche that found the back of the net on two near-perfect shots.
Yakupov began the scoring with 3:36 left in the stanza, taking advantage of some quick passes from Alex Kerfoot and Bigras and ripping a wrist shot from the left circle.
The Avs went into the intermission up 2-0 after Erik Johnson found Sven Andrighetto on a long stretch pass in the final minute of the stanza. Andrighetto then beat Golden Knights goalie Marc-Andre Fleury with a far-side shot that hit iron before going in.