Niklas Backstrom made 27 saves to post his second shutout of the season and 24th of his career.
The Wild opened a six-game homestand by notching their third straight win. Minnesota is 8-2-0 in its last 10 contests.
Colorado, meanwhile, has dropped seven of eight. The Avalanche have suffered five consecutive defeats as the visiting team after beginning the season by winning their first six road games.
Jean-Sebastien Giguere made 17 saves in defeat.