Giguere was busiest in the third period when he stopped 15 shots as the Penguins desperately tried for the equalizer, finishing with his second shutout in three starts this season.
Gabriel Landeskog scored the only goal of the game in the second period after emerging from the penalty box as the Avalanche improved to 8-1-0 in nine games under new head Coach Patrick Roy.
Marc-Andre Fleury stopped 13-of-14 shots for the Pens, whose four-game winning streak was snapped.
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