The Wild (1-0) struggled in the first period and fell behind 1-0 while losing nearly every battle. The Avalanche held a 12-5 shots on goal advantage.
"I think we had a little summer hockey still in us, trying to make cross ice passes," Wild newcomer Zach Parise said. "Once we started getting it behind their (defensemen), that's when we got a lot of our in-zone time and opportunities."
The big names took over in the second period with the help of six Avalanche penalties, including a nearly two-minute two-man advantage.
"We had a lot of good chances," Parise said. "It is nice to get a 5-on-3 in the first game."
Dany Heatley scored two goals, both on the power play, including the eventual game-winner with a two-man advantage.
Both Heatley goals were assisted by Zach Parise and Mikko Koivu.
Pierre-Marc Bouchard capped the scoring with one minute and 35 seconds remaining in the game.
Every team in the NHL had one week of practices and no preseason games to get in shape and build chemistry.
"It was great," Parise said about getting on the ice as a team for their first game together. "It was great for everybody. For everybody to play and play see flashes of what this team is capable of (this season)."
The Avalanche (0-1) received goals by third and fourth line players, John Mitchell and Cody McLeod, in the first and third period.
No. 3 – Mikael Granlund. The Wild forward scored his first career NHL goal.
No. 2 – Zach Parise. The Wild forward recorded two assists.
No. 1 – Dany Heatley. The Wild forward scored two goals, including the game-winner.
Colorado 1 0 1 – 2
Minnesota 0 3 1 – 4
First Period – 1, Colorado, Mitchell 1 (Downie, Hejduk), 2:07. Penalties – McLeod, Col, major, (fighting), 2:28; Konopka, Min, major, (fighting), 2:28; Konopka, Min (interference), 2:28 (served by Heatley); Suter, Min (tripping), 9:05.
Second Period – 2, Minnesota, Heatley 1 (Parise, Koivu), 3:26 (pp). 3, Minnesota, Granlund 1 (Spurgeon, Setoguchi) 4:19. 4, Minnesota, Heatley 2 (Parise, Koivu), 10:01 (pp). Penalties – Downie, Col (cross checking), 2:17; Downie, Col, double minor, (cross checking, roughing), 6:22; O'Byrne, Col (holding the stick), 8:25; Clutterbuck, Min (holding), 13:27; Hejda, Col, double minor, (high sticking), 17:15.
Third Period – 5, Colorado, McLeod 1 (Zanon, Olver), 5:09. 6, Minnesota, Bouchard 1 (Clutterbuck, Brodziak) 18:25. Penalties – Mitchell, Col (roughing), 10:46.
Shots on goal – Colorado 12-5-10 27. Minnesota 5-18-12 35.
Goalies – Colorado, Varlamov (31-35). Minnesota, Backstrom (25-27). A – 19,298. Referees – Wes McCauley, Rob Martell. Linesmen – Brad Lazarowich, Brian Murphy.