Rasmus Dahlin had a goal and an assist, Alex Tuch also scored for Buffalo and Tyson Jost had an assist in his first game in Denver against his former team. Jost, who was dealt to Minnesota at the trade deadline last season, got an ovation from the fans after a scoreboard video highlighted his five-plus years with the Avalanche.
Mikko Rantanen and Evan Rodrigues scored for Colorado, with Rodrigues back after missing nine games because of a lower-body injury.
''I felt good,'' Rodrigues said. ''A little sloppier than I would have liked to have been in the first, a few too many turnovers, but I thought I got better as the game went on.''
Alexandar Georgiev allowed two goals on the first three shots he faced and finished with 17 saves. The Avalanche had their two-game winning streak snapped.
''We had more and looks tonight than we've had probably last two games combined,'' coach Jared Bednar said. ''Finishing obviously wasn't good enough. But their goalie was good; give him credit.''
Thompson stayed hot with his 24th goal of the season, just 54 seconds into the game. He has three goals and three assists in the last two games, and had five goals and an assist Dec. 7 in a victory at Columbus.
''A lot of poise to set that goal up and really set a tone by (Casey) Mittelstadt, Thompson and Tuch,'' Sabres coach Don Granato said of his top line. ''Impressive start and our guys were dialed in all the way through. It wouldn't have been nice to chase that game.''
They added another on the power play when Tuch scored on a rebound at 7:08 of the first, his 15th of the season, to make it 2-0.
Colorado outshot Buffalo 12-8 in the second period but the Sabres got the only goal when Dahlin's wrister from the slot beat Georgiev with 2:49 left.
''I just put my head down and shot as hard as I could,'' Dahlin said. ''I was happy when it went in.''
The Avalanche pressed for a goal after the second intermission and finally broke through at 8:20 when Rantanen scored his 20th on an odd-man rush with Valeri Nichushkin.
Colorado pulled Georgiev for an extra skater with 3:07 left and Rodrigues scored with 1:22 to go. Cozens scored an empty-netter with 58 seconds left.
''I was just trying to be a presence in the middle,'' Rodrigues said. ''Cale (Makar) did a great job getting it to the net and then we just kind of crashed. I found the loose puck and just put it in.''
NOTES: Buffalo D Owen Power was a late scratch after suffering a lower-body injury before warmups. ... The Sabres acquired D Joseph Cecconi from Dallas in exchange for D Oskari Laaksonen in a deal of AHL players. ... Jonas Johansson was recalled from the Colorado Eagles of the AHL to serve as the backup for Georgiev. Pavel Francouz was under the weather, according to the Avalanche. ... Colorado has failed to score on its last 17 power-play chances.
Sabres: At Arizona on Saturday night.
Avalanche: Host Nashville on Saturday night.
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