Avalanche forward Andre Burakovsky scored with less than three minutes left in the third period to put the Coyotes in a 2-0 series hole in the best-of-seven Stanley Cup Playoff series.
The Avalanche won Game 2 by a score of 3-2 on Friday.
On the winning goal, Avalanche forward Nazem Kadri put a shot on goal but the puck redirected to Burakovsky, who buried it.
Still, despite suffering their second consecutive loss in the series, the Coyotes came out looking like a different team than the one that managed just 14 shots in Game 1 and sat back for 60 minutes in a 3-0 loss.