"It felt good, we had fun again, that's what we have to find again," Iginla said. "It's a fine line, it's not just all the laughs and giggles, but you have to have some fun while you're competing and battling and not be worried about making mistakes."
WATCH: All Jets vs. Avalanche highlights
Ondrej Pavelec made 23 saves for the Jets (25-26-4), who ended a four-game road trip 3-1-0.
"We had a number of players, and a big number, that weren't at their A game," Jets coach Paul Maurice said. "Our goaltender was really good again and we didn't have a whole lot going up front. We didn't spend enough time in the offensive zone, which is what we're really good at."
Colorado took a 3-2 lead at 8:03 of the second period on Nieto's third goal of the season. He passed to Patrick Wiercioch for a shot that bounced off the end boards into the right circle and knocked the puck into an open net.
Carl Soderberg made it 4-2 at 2:04 of the third period by converting Iginla's pass for his fifth goal, first in 24 games.
"Not so much relief, but I'm just happy for our guys," Avalanche coach Jared Bednar said. "I thought it was an overall great team effort from start to finish, and to get rewarded for that effort, it's something that we needed. Different guys stepped up and had some success. We had contributions from all four lines. It's nice to see that for our guys."
Winnipeg, which trailed 1-0 and 2-1, tied it 2-2 on a power-play goal by Adam Lowry, his second goal of the game, 29 seconds into the second period. He converted the rebound of Blake Wheeler's shot for his ninth goal. Lowry ended a 21-game drought with a first-period goal.
