Forsberg, who missed four games with a groin injury, snapped a 1-1 tie 75 seconds into the second period and added his 12th of the season with 4:31 remaining in the third. All-Star snub Milan Hejduk assisted on both goals.
Colorado improved to 10-1-1-1 this month and leads the NHL with 66 points.
The Avalanche completed an unbeaten four-game road trip (3
The Penguins rallied in the third period. They climbed within 4-3 on goals by Milan Kraft and Brooks Orpik.
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