Gabriel Landeskog scored the winner early in the 2, at Pepsi Center.
Kevin Porter and Stefan Elliott also tallied for the Avalanche, who have taken seven of their last nine.
Semyon Varlamov stopped 25 shots to earn his 12th win of the year.
Mikkel Boedker notched both goals for the Coyotes, losers of four straight.
Jason LaBarbera played well in defeat, making 32 stops.