Joel Eriksson Ek hurled a whopping seven pucks on net.
Matt Boldy had six looks, Mats Zuccarello another five and Kirill Kaprizov chipped in four of his own.
The Wild's top four scorers combined for 22 of the team's season-high 46 shots, but what stood out more was how many of those attempts they converted into goals: zero.
"Some nights go like that where the puck doesn't go in," Boldy said.
Despite outplaying the Avalanche from the second period on, the Wild stalled 5-2 on Thursday at Xcel Energy Center because their execution sputtered.
Colorado goaltender Justus Annunen's 44 saves were a career best.
The Wild are now 10 points behind Los Angeles for the second Wild Card spot in the Western Conference with seven games to play.
"Their guy made a lot of key saves at key times," Wild coach John Hynes said. "We had really good offensive pressure, lots of good scoring opportunities, high-quality opportunities in really all situations, and couldn't find a way to get it in the back in the net."
After falling behind 3-1 in the second period, the Wild were at their most dominant.
They finally connected on a Declan Chisholm wind-up from the left point on the power play at 10 minutes, 10 seconds into the second that was set up by Kaprizov and Zuccarello. But the Wild's inability to squeeze more production out of their pressure stung them in the third.
That's when MVP candidate Nathan MacKinnon buried a 2-on-1 counterattack by the Avalanche at 6:32 to double Colorado's lead. Mikko Rantanen tacked on an empty-net goal with 1:28 to go.
Filip Gustavsson finished with 31 saves for the Wild.
"We definitely had our chances," Chisholm said. "So did they, though. Not going to win many games when you give up that many. So, yeah, tough loss and would've been nice if we could bury more of those chances."
The Wild were chasing the Avalanche early, getting behind on a five-hole shot by Artturi Lehkonen off a rebound only 4:34 into the first period.
Vinni Lettieri answered back at 8:05 with a shot from the right circle for his second goal in as many games after shedding a 26-game drought. His linemates Mason Shaw and Jake Lucchini each had an assist on the play after the line scored twice — including Lettieri's game-winner — to lead the Wild to a 3-2 victory over Ottawa on Tuesday.
"The last two games, they've played to the identity that we need them to play with," Hynes said.
But a pair of goals from Jonathan Drouin dropped the Wild into a deficit they wouldn't overcome.
Drouin capitalized on the power play at 12:28 of the first by batting the puck behind Gustavsson. Then just 43 seconds into the second, he deflected in a MacKinnon windup. Colorado went 1-for-2 on the power play, while the Wild were 1-for-4.
"They just don't stop," Chisholm said of the Avalanche, who have already clinched a playoff spot and are chasing Dallas for first place in the Central Division. "They're all very good skaters, and they're just consistent on the forecheck. They're coming, and they don't stop. So any turnover is going to be a pretty good chance, and they're going hard to the net."
Kings defeat Sharks to improve playoff position
Not only were the Wild still without Ryan Hartman, who was serving the second game of a three-game suspension for unsportsmanlike conduct, they were also missing a regular on defense.
Zach Bogosian didn't suit up after being considered a game-time decision. He's day-to-day with a minor mid-body injury.
The Wild subbed in Alex Goligoski, who was a healthy scratch for the previous 24 games and hadn't played since Feb. 7 at Chicago.
This was only the third time in the Wild's last 14 games they didn't pick up any points, but winning more than losing hasn't helped them in the standings: their playoff hopes remain bleak at best with seven games left on their schedule.
"These are our jobs," Hynes said. "We have to make sure we continue to play. You want to win games. That's the NHL. That's the objective of it, and it doesn't change."