Hansel Robles (6-3) hit Jonathan Lucroy with a 1-2 pitch to open the ninth, and pinch hitter Pat Valaika sacrificed him to second. After Charlie Blackmon was intentionally walked, DJ LeMahieu walked on five pitches to load the bases.
Robles walked Arenado on six pitches, throwing a 3-2 pitch over Arenado's head to the backstop.
Closer Greg Holland (2-1) worked the ninth, pitching for the first time since he cut his right index finger reaching for a knife in soapy water Tuesday.
The Mets tied the game three times before falling. Arenado beat them 5-4 with a walkoff single in the series opener Tuesday.
Pat Neshek blew his second save in his fourth appearance with the Rockies. He gave up a leadoff single in the seventh to Michael Conforto, who scored to tie the game at 4 when Asdrubal Cabrera followed with double to the gap in right-center field.
Rockies starter German Marquez gave up three runs in six innings on six hits and three walks with five strikeouts. It was the fifth straight start in which the 22-year-old rookie has pitched at least six innings.
Rafael Montero worked 5 2/3 innings for the Mets, allowing 10 hits and four runs with one walk and six strikeouts.
Mark Reynolds gave the Rockies a 4-3 lead when he opened the sixth with his 23rd home run and 17th at Coors Field.
Rene Rivera's two-out single in the sixth tied the game at 3. The hit scored Curtis Granderson, who led off with a walk and took second when third baseman Arenado made a charging, bare-handed pickup of Amed Rosario's slow roller and threw him out.
Blackmon put the Rockies in front 3-2 lead in the fifth when he led off with his 25th home run, an opposite-field shot to left on Montero's 1-1 84 mph slider.
The Mets tied the game at 2 with a run in the fifth, an inning that could have been much more fruitful. The speedy Rosario led off with a stand-up triple, his second such hit in two games. After Rivera walked, Montero singled for his first career RBI as second baseman LeMahieu wasn't able to handle his hard grounder.
With one out, Carrera walked to load the bases for Yoenis Cespedes, who had homered on his previous at-bat. Marquez struck him out and retired Jay Bruce on a liner to left.
Cespedes led off the fourth with his 11th home run, driving Marquez's 2-2 fastball an estimated 440 feet into the left-field stands to cut Colorado's lead in half.
Four straight two-out hits in the third gave the Rockies a 2-0 lead. Blackmon doubled, and LeMahieu followed with a run-scoring single. After Arenado singled, Gerardo Parra flared a single to short center that scored LeMahieu.
NOTES: Rockies RF Carlos Gonzalez's season-high 11-game hitting streak ended. ... Rockies C Jonathan Lucroy made his debut with the team after recovering from the stomach illness that kept him out of the lineup the past two games. He went 2-for-3. ... Rockies RHP Greg Holland pitched for the first time since he suffered a cut near the knuckle of the index finger of his right hand Tuesday. ... Mets relievers pitched six scoreless innings Wednesday, the longest scoreless relief outing at Coors Field by a visiting bullpen since San Diego's relievers worked eight scoreless innings on April 10, 2010. ... Mets SS Amed Rosario became only the third Met to hit a triple by his second game. The others were Marco Scutaro on July 22, 2002 and Lute Barnes on Aug. 9, 1972.