Duchene's first goal came with 25 seconds left in the first period off a defensive play when he stripped Steven Stamkos of the puck to get a 1-on-1 opportunity against Bishop. Duchene's first shot was saved, but he scored on the follow-up to give the Avalanche a 1-0 lead.
Colorado took a 2-0 lead with 52 seconds left in the second period on Duchene's second goal, a redirection of a shot from Patrick Wiercioch .
Video: COL@TBL: Duchene tips in slapper for his second goal
"I felt like I had been doing some good things even though I wasn't getting on the scoresheet," Duchene said. "It was nice to get on there tonight."
Martinsen's goal at 7:53 of the third period came off a fortunate bounce. Joe Colborne tried to dump the puck in and it hit the stanchion off the glass and bounced back to the left circle. Bishop was behind the net anticipating the puck and Martinsen scored into the open net to give Colorado a 3-0 lead.
"I was surprised; I was ready to go on the forecheck and all of sudden it landed on my stick," Martinsen said. "It was an open net and you just have to say 'Thank you' and hope it happens again."
Soderberg made it 4-0 at 12:22 when he beat Bishop high on the stick side with a wrist shot from the right circle. Duchene had an assist for his third point.
Tampa Bay outshot Colorado 13-2 in the third period.
"You can't keep playing from behind, and we've played from behind all four games," Lightning coach Jon Cooper said. "It would be nice to have to lead. You can't keep testing fate because eventually you're not going to be able to come back."
Goal of the game
Duchene's first goal came about because of hard work on defense and staying with the play after Bishop made a pad save on his first shot. Duchene chipped the rebound over his pad. "I was pretty ticked I missed that first one," Duchene said. "But luckily I was able to get enough on the second one to just chip it in."
Video: COL@TBL: Duchene jams in rebound after steal
Save of the game
Varlamov's best came at 6:38 of the second period when Jonathan Drouin set up Alex Killorn for a one-timer from the right circle. Varlamov read the play and turned away the shot with his stick.
Video: COL@TBL: Varlamov stops Killorn's one-timer
Unsung moment of the game
The Avalanche penalty kill gave up six goals in the first three games but set the tone with a strong kill 2:38 into the first period. The Lightning got a couple of shots on goal, but the Avalanche did a good job of blocking other scoring opportunities and keeping the Lightning forwards from setting up plays.
Highlight of the game
Martinsen's goal was the second time Bishop has gotten burned with a funny bounce off the left corner of the south goal this season. On opening night against the Detroit Red Wings, the puck went off the top of the glass and led to a goal by Danny DeKeyser. This time the bounce came off the middle of the boards.
"No one really to blame on that one," Bishop said. "I guess I could scream at the corner. Have a little 1-on-1 with it. It's just a little unlucky I guess."
Video: COL@TBL: Martinsen pounces on carom, puts Avs up by 3
They said it
"We came out of the game in Washington (a 3-0 loss to the Washington Capitals on Tuesday) where we got really outplayed. We were trying to be a lot tighter, and we kept the play along the wall a little more and tried to win those wall battles. It probably was a little simpler, but when you are playing the Bolts, you have to be that way because they have a very creative and fast team and we have a lot of respect for them." -- Avalanche forward Jarome Iginla
"I think we need to manage the puck and get stronger in the defensive zone. There's always stuff to work on, and I think we haven't seen our best side yet. There's time to improve, it's early in the season, and like I said, it's a big road trip so it's time to bring [our game] back." -- Lightning defenseman Anton Stralman
Need to know
Bishop made his 5,000th save as a member of the Lightning (5,003). He set the Lightning record on Oct. 13 when he passed Darren Puppa. … Duchene has 11 points (seven goals, four assists) in 11 games against the Lightning.
Avalanche: At the Florida Panthers on Saturday (5 p.m. MT; FS-F, ALT, NHL.TV)
Lightning: At the Ottawa Senators on Saturday (5 p.m. MT; SUN, SN360, SN1, NHL.TV)