Wheeler gave Winnipeg a 2-1 lead when his hard shot from the right side slipped through Varlamov's legs with 9:58 left in the period.
Montoya tried to make it stand up but after tremendous pressure, the Avalanche tied it. Stastny's shot from a sharp angle bounced out to Hejda, who used a screen by Tanguay screen to beat Montoya with 12:47 left.
The Avalanche scored first when Ryan Wilson started a 2-on-1 break by putting a pass on the tape of Steve Downie's stick in the neutral zone. Montoya stopped Downie's slap shot from just inside the blue line, but the puck caromed right to Duchene, who was skating down the left side. He scored in the open net at 8:04 of the first.
Little matched the goal midway through the period after Nick Holden's shot off the back boards bounced to him in the right circle. His one-timer beat Varlamov stick side.
Winnipeg couldn't generate many chances after that, opening the door for Colorado's comeback.
"It was pretty special to win that one. The first time we've been behind going into the third," Duchene said. "New territory for us, but we believed and we had some big guys step up."
NOTES: The Jets announced before the game that D Paul Postma has a blood clot in his leg and will be sidelined indefinitely. Postma played Saturday in the Jets' 2-1 shootout win against the Dallas Stars. Postma will take blood thinners and remain with the team through Tuesday's game against the St. Louis Blues. Postma will be examiner further when the Jets return to Winnipeg. ... Jets C Olli Jokinen played in his 1,100th NHL game. ... Duchene matched Joe Sakic and Chris Stewart for the most goals scored in the month of October in a season since the team moved from Quebec. Sakic scored nine in 1997, and Stewart matched it three years later. ... The Avalanche have killed 18 straight penalties.
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