Nathan MacKinnon tallied twice for the Avs, while Nazem Kadri registered three assists. Vladislav Namestnikov (goal and assist) and Mikko Rantanen (two assists) also had a multi-point performances, and goaltender Philipp Grubauer stopped 24 shots as Colorado outshot Vegas 31-26.
Ian Cole and Joonas Donskoi also scored for the Avalanche, and Andre Burakovsky, Ryan Graves, Cale Makar and Nikita Zadorov registered a helper apiece as well.
The Avalanche and Golden Knights swapped markers in the first frame, as Vegas' Tomas Nosek tallied less than four minutes after MacKinnon's game-opening marker at 4:46, and William Karlsson found the back of net with 7:38 left in the period and just 23 seconds after Namestnikov's goal.
MacKinnon gave the lead back with his second tally of the game with 5:41 left in the second period and Donskoi extended the advantage with 78 seconds before the intermission.
Colorado won all nine simulated games since the NHL paused the 2019-20 campaign.