DENVER -- Zach Parise hit the post with his first shot of the game but he was on target when it counted most.

Parise scored three goals, two of them in a furious third-period comeback, and the Minnesota Wild rallied for a 5-4 win over the Colorado Avalanche on Thursday night.

Right winger Nino Niederreiter and left winger Thomas Vanek also scored for the Wild. Goaltender Devan Dubnyk had 19 saves to give the Wild a stunning win.

"We've had some pretty entertaining games with these guys," Parise said. "They're fast and they're skilled. It was two really good teams playing and it was entertaining."

The Avalanche were having all the fun and led 4-1 after the second period on goals from right wingers Jarome Iginla and Gabriel Landeskog, center John Mitchell and defenseman Erik Johnson.

Minnesota erased that deficit and went ahead in a span of five minutes, seven seconds in the third. Parise got the first goal, Niederreiter made it 4-3 just 1:58 later, and Vanek tied it with a wrister that went by goalie Semyon Varlamov and rattled off both posts.

Landeskog went off for interference 19 seconds after Vanek tied it, and Parise gave the Wild the lead with a power-play goal at 10:14 of the third. It was the left winger's third career hat trick and first with the Wild.

"Everything we were doing so well in the first two periods and all of a sudden in the third we just stopped doing them," Landeskog said. "That's what happens when you stop doing the little things right. A game like this against one of your rivals, first game of the year, you can't let that happen, just roll over and stop playing."

Varlamov (25 saves) went off for an extra attacker in the final two minutes, but the Avalanche were unable to find a tying goal.

"We just played smarter in the third," Parise said. "The message was, 'Let's start playing the way we can, the way we're capable, whether we come out with a win let's play a good third period.' You never expect to go on the road and put up four in the third and come away with a win."

Minnesota coach Mike Yeo was happy with the win but not with the Avalanche medical staff after Niederreiter went off with an undisclosed injury in the third period. He was not checked out by a doctor before the game ended.

"They only had one doctor here. (Niederreiter) went off to get looked at but they had no doctor to take a look at him," Yeo said. "I guess he was watching the game. I'm not sure."

Colorado's power play was ranked 29th in the NHL last season, but the poor showing was quickly forgotten.

The Avalanche needed just seven seconds into their first man-advantage of the season to cash in. After defenseman Jonas Brodin went off for holding at 13:33 of the first period, Iginla's one-timer from the left circle beat Dubnyk just inside the post to make it 1-0. It was Iginla's 590th career goal.

Colorado made it two straight on the power play later in the period when Johnson's shot from the point beat a screened Dubnyk over the left shoulder at 17:24.

The Avalanche boosted the lead to 3-0 1:31 later when Landeskog stuffed defenseman Francois Beauchemin's pass off the back boards and off a surprised Dubnyk.

Beauchemin finished with three assists.

Parise made it 3-1 at 6:55 of the second period with a snap shot over Varlamov's left shoulder.

Mitchell restored the three-goal lead just 1:12 later when he tipped in his own rebound off the left post.

The celebration was put on hold when Minnesota rallied for its fifth win in the last six games against Colorado.

NOTES: Avalanche D Brad Stuart and Brandon Gormley were healthy scratches. Coach Patrick Roy said Stuart and Gormley were not among the top six defensemen in the preseason, but he plans to use all eight defensemen during the regular season. C Mikhail Grigorenko was also scratched. ... The Wild are carrying three goaltenders to start the season. Darcy Kuemper served as backup to Devan Dubnyk on Thursday, but Niklas Backstrom will be in the mix, coach Mike Yeo said. "We don't have a long-term plan right now," he said. ... The Avalanche have done away with morning skates when the team practices the day before games. ... D Nate Prosser was the lone skater scratched for the Wild.