Colorado has points in 10 of its past 11 games (6-1-4) and is three points behind Minnesota for third place in the Central Division. The Avalanche pulled into a tie with Dallas (82 points) for the first wild card in the Western Conference.
Mikko Koivu scored his 13th goal of the season for the Wild, who have lost just three times at home in regulation since Nov. 14.
Upstart Colorado is trying to return to the playoffs for the first time since 2014 and has been at its best against the Wild. MacKinnon, a Hart Trophy candidate for MVP, has led the way.
MacKinnon was held scoreless in the first meeting between the teams when Minnesota won at home on Nov. 24 in a shootout. But the Avalanche also control their home ice and earned a pair of wins in Colorado by scoring seven goals in each game, the most recent a 7-1 victory on March 2.
MacKinnon had three goals and five assists in the previous two meetings and gave the Avalanche a two-goal advantage on Tuesday by scoring just 11 seconds into the third period. MacKinnon picked up a loose puck and beat Koivu down the ice for an open shot and slid the puck under Dubnyk.
Compher opened the scoring in the first with his first goal in 17 games and 12th of the season.
Koivu scored on a 2-on-1 in the second as Charlie Coyle fed the puck across for a quick shot. But the Avalanche countered less than a minute later with Zadorov's seventh of the season.
Minnesota had been the NHL's best team at home, going 21-2-5 since Nov. 14, and had plenty of chances. The Wild had 10 of the first 11 shots and outshot the Avalanche 34-22 in the game but couldn't solve Varlamov.