Jack Drury also scored, and Artturi Lehkonen had an assist in his return from an upper-body injury for the Avalanche (48-13-10), who went undefeated on a four-game road trip. Mackenzie Blackwood made 22 saves.
Lehkonen missed 11 games after sustaining the injury in first period of a 4-2 win at the Los Angeles Kings on March 2.
Colorado extended its first-place lead in the Central Division to nine points over the Dallas Stars.
Mark Scheifele scored two goals, and Connor Hellebuyck made 32 saves
for the Jets (30-30-12), who had won two in a row, but have lost four of six (2-2-2).
Winnipeg remained five points behind the Nashville Predators for the second wild card into the Stanley Cup Playoffs from the Western Conference.
Scheifele gave the Jets a 1-0 lead at 9:55 of the first period. After Josh Morrissey stopped a clearing attempt at the Colorado blue line, he quickly gave it to Kyle Connor, who then fed Scheifele a backhand from the slot for a one-timer from below the left dot.
Jack Drury tied it 1-1 at 17:40, grabbing the rebound from Sam Malinski’s point shot and out-muscling Winnipeg defenseman Elias Salomonsson so he could jam it in under Hellebuyck.
MacKinnon’s power-play goal 13 seconds into the third period put Colorado ahead 2-1, knocking in a rebound that sat behind Hellebuyck.
MacKinnon scored again to push it to 3-1 at 3:55 off a redirect of Artturi Lehkonen’s saucer pass on a 2-on-1. Winnipeg challenged the play for goaltender interference, but the goal was upheld following video review.
MacKinnon leads the NHL with 48 goals this season.
Scheifele cut it to 3-2 at 9:39 with his 34th goal this season, finishing a quick passing play from Gabriel Vilardi and Cole Perfetti with a redirect at the edge of the crease.