Colorado had previously gone 45-0-0 this season when leading after the second period - Vegas handed them their first loss with three unanswered goals in the third period.
It's the fourth time this postseason that the Knights rallied from behind in the third period to win.
Vegas goaltender Carter Hart continued to be a brick wall in net, recording 29 saves against the Avs. The three goals the Avs have scored in Game 1 and Game 2 this series are the fewest they've scored in a two-game span all postseason.
This also marks the first time the Avs have lost two games in a series this postseason. The last time the Golden Knights went up 2-0 to start a series was against the Dallas Stars in 2023 - the same year they went on to win the Stanley Cup.
Recap & Highlights
Despite both teams combining for 23 shots on goal in the first period (VGK - 12, COL -11), only one team managed to find the net before intermission.
Mitch Marner, who looked to stay red-hot, almost got one by Scott Wedgewood to put the Knights up, but Wedgewood would make sure the star would be denied. And, in turn, the Avs would retaliate.
Ross Colton scored his second goal of the playoffs, with assists from Brent Burns (4) and Nazem Kadri (5), to put the Avs up 1-0.
Colorado were 5-0 heading into this game when being the team that scores first.
After no penalties at all in the first period, there were three alone in the first two minutes of the second, two alone on Colorado's Martin Necas.
But the Knights couldn't capitalize on the opportunity after Jack Eichel was called for interference, leaving a 4-on-4 situation where neither team took advantage of the extra space on the ice.
The Knights would go 0-for-3 on the power play in the second, Colorado 0-for-1, as neither team found the net in the second.
Vegas only put up four shots on goal, entering the third with 16 total compared to Colorado's 20. But the Knights would quickly turn the tables halfway into the third.
Eichel finally put Vegas on the board to tie things up 1-1 with his second of the playoffs.
It marked Eichel's 60th playoff point in 54 games as he became the third fastest U.S.-born player to reach the mark, sitting behind Kevin Stevens (46 GP) and Brian Leetch (49 GP).
And before anyone could blink, the Knights would score once more on back-to-back shots on goal.
This time around, it was Ivan Barbashev with his fourth goal of the playoffs to put the Knights up 2-1 just two minutes later.
Barbashev recorded an assist on Eichel's goal, while Eichel recorded one on Barbashev's for his 16th assist. Meanwhile, Pavel Dorofeyev (4) assisted on both goals.
Barbashev would score once more for his fifth this postseason, this time on the empty net to make it a 3-1 game en route to a Game 2 victory as the Avs felt the effect of a missing Cale Makar for the second-straight game.
The stat sheet wouldn't matter in the end for Vegas, who were outshot 30-25 and lost 57% of the face-offs. Meanwhile, both teams combined for 0-for-6 on the power play.
Now, the series heads back to Vegas as they're now two more wins away from advancing to the Stanley Cup Finals.