Colorado failed for the third straight time to eliminate an opponent. The Avalanche had a three games to two lead over Detroit in last year's conference finals, then did not score in the final two contests as the Red Wings advanced to the Stanley Cup Finals.
"I think we did (try to do too much), especially in the second period," Colorado captain Joe Sakic said. "I think we let ourselves get frustrated, and that's it.
"It was one of those days that we were just flat and we just never got going."
After replacing Dwayne Roloson early in Game 4, Fernandez blanked Colorado for two periods in this one as Minnesota built a three-goal lead. The team that has scored first has won all five games in the series.
Dupuis got an assist on defenseman Willie Mitchell's goal 3:41 into the opening period, then scored the eventual game-winner with 78 seconds to go in the second. In between, defenseman Filip Kuba had a power-play goal.
"When we score the first goal, we have a pretty decent record, so yeah, it was important," Dupuis said.
"We didn't want to go out on a bad note," Wild center Wes Walz said. "Every game we play from here on out, we just want to leave everything we have out on the ice. You don't want to end the season with a bad feeling on how you played the last game, so we're going to be playing Game 7's the whole way through now."
Steven Reinprecht got the Avalanche on the board with 17:59 remaining and defenseman Rob Blake made things interesting with 28 seconds left. But Colorado could not get the equalizer, ensuring the series will return to St. Paul for the sixth game Monday night.
"I thought we were ready to go, but obviously, we came out flat and (Minnesota) was able to take advantage of it," Avalanche Coach Tony Granato said. "They played a sound game and by the time we got going, it was way too late. It is disappointing and it's over with, it's behind us."
Held to one goal in Games 3 and 4, the Wild got one from an unlikely source to grab the lead.
With both teams down a man, Mitchell got a pass from fellow defenseman Lubomir Sekeras above the right faceoff circle and fired a slap shot past goaltender Patrick Roy for his first career playoff goal.
"I'm out there to protect the lead," said Mitchell, who scored twice in 69 regular-season games. "I think Patrick wanted to do too much. He wanted to kick it into the corner and I think it caught the inside of his stick and went in. We talked about that, if we kept working hard, maybe we'd get a bounce. And we got a bounce there."
Kuba got Minnesota's fifth power-play goal of the series at 3:45 of the second period. After a shot failed to reach the net, Avalanche defenseman Martin Skoula kicked the puck to the top of the slot. Kuba leaned into a slap shot and beat a diving Roy, who had lost his stick.
Sekeras broke up a pass for Milan Hejduk on the doorstep during an Avalanche power play and Fernandez got his left shoulder on a blast by Peter Forsberg from the left circle midway through the second.
"We were very excited with the job Manny did," Wild Coach Jacques Lemaire said. "Hopefully, he will keep going."
Dupuis made it 3-0 before the period ended, taking advantage of a turnover and beating Roy with a slap shot from the top of the right circle.
Reinprecht finally gave the Pespi Center crowd something to cheer about when he got the puck at the top of the right circle, turned and put a wrister by Fernandez for his first playoff goal.
But Fernandez lunged to deny Forsberg on a wraparound at the left post with 9:10 left and got his right pad on Forsberg's rebound attempt with 2:32 remaining.
"I know he's nifty and when he brought it back to the net, I knew it wasn't his last move and I knew he wasn't going to keep going with it," Fernandez said. "I watch a lot of tapes and so does the rest of the team, so we know this guy's pretty good."
Blake reduced the deficit to a goal when his backhander from the top of the slot hit the stick of Minnesota's Darby Hendrickson and found room under Fernandez's right arm.
But Fernandez blocked Sakic's wrister from the top of the left circle with 10 seconds left to preserve the win.
"It felt like they had seven or eight guys out there at the end of the game," Walz said. "They were coming hard and Manny played unbelievable. He made some key saves at the right moments for us."