Volquez (3-3) racked up his third win in three starts, limiting the Diamondbacks to four hits while walking three and striking out three.
Gyorko's blast in the sixth inning scored Chase Headley ahead of him, putting the Padres ahead 4-1, and Venable followed with a solo shot to ice San Diego's win in the rubber match of a three-game series.
Arizona's Ian Kennedy (1-3) absorbed the loss, surrendering five runs on five hits over 5 2/3 frames.
Didi Gregorius went 2-for-3 with bases-empty homer for the Diamondbacks.
Notable deaths of 2014 [PHOTOS]
Julius Randle breaks leg during NBA debut