PITTSBURGH -- The Colorado Avalanche not only showed they can keep up with the Stanley Cup champions, they proved they can beat them at their own game.

Colorado captain Gabriel Landeskog tied the score with a power-play goal in the third period, then batted in a deflected Nathan MacKinnon shot 22 seconds into overtime as the Avalanche dealt the Pittsburgh Penguins their first loss of the season, 4-3 Monday night.

Colorado trailed 2-0 in the first and 3-2 in the third but rallied behind the kind of speed game that carried Pittsburgh to its fourth Stanley Cup last season.

"Everybody watched Pittsburgh down the stretch and in the playoffs last year, they played with speed -- nobody could handle them," Avalanche goalie Calvin Pickard said. "We have the ability to do that in here as well. We have extreme talent and a lot of speed, and that was on display tonight."

It was in the overtime, when Colorado got the game-winning goal from a unit made up of two No. 1 overall draft picks, Nathan MacKinnon and Erik Johnson, and a No. 2 overall selection, Landeskog.

Landeskog had two goals, and MacKinnon and Johnson each had two assists.

"I mean, they're fast," Penguins right winger Phil Kessel said of the Avalanche. "You look at them, they've got a lot of guys who can skate, and they play fast and it's an up-and-down game."

MacKinnon's overtime shot from the middle of the ice glanced off Penguins defenseman Kris Letang, allowing Landeskog to knock it deftly past goalie Marc-Andre Fleury, who made 27 saves but couldn't make a 28th.

"He swung at it, and it just rolled up over me," Fleury said. "It's disappointing. I don't like losing on a shot like that."

Pickard gave up two quick scores midway through the first period but limited the Penguins to just one more goal, by Trevor Daley midway through the third, while making 28 saves.

"We're playing with a lot of confidence right now, and we showed that tonight," Pickard said.

Pittsburgh (2-0-1) won its previous two games while starting its defense of the Stanley Cup. Colorado improved to 2-0-0 under new coach Jared Bednar, who wasn't hired until two months ago, by rallying from two-goal deficits in each game -- starting with a 6-5 win over the Dallas Stars on Saturday.

Kessel scored on the power play and teamed with Matt Cullen to give Pittsburgh a two-goal lead with a pair of quick goals midway through the first period. Colorado came back later in the period with goals by Jarome Iginla on the power play -- the 612th goal of his career -- and Patrick Wiercioch only 1:23 apart. Wiercioch's goal was his 13th in 213 career games.

Iginla scored during a two-man advantage, but Pittsburgh killed off another Avalanche five-on-three in the third period, and building off that momentum, made it 3-2 on Daley's power-play goal at 9:12. Colorado was 2-for-6 and Pittsburgh was 2-for-5 with the man advantage.

"The game's so fast and so good now, getting that time to skate on four-on-threes, five-on-threes is awesome," MacKinnon said.

The Penguins gave up a five-on-three goal for the second successive game.

"When we're on the PK, we can't take another penalty. We have to be more diligent," Penguins coach Mike Sullivan said. "We have to stay with it, shift in and shift out."

The Avalanche tied the game 3-3 as Landeskog steered a shot through a small opening between Fleury's left shoulder and the goal post for his first of the season at 13:28 of the third period.

His second of the season won it.

The Penguins, coming off a pair of one-goal wins in their first two games, needed only a 36-second span of the first period to open up a 2-0 lead for Fleury, who is back in net as Stanley Cup star Matt Murray heals from a broken hand.

Kessel, whose regulation goal and shootout score decided the Penguins' first two games, beat Pickard between the pads with a wrist shot from the edge of the left circle for a power-play goal 8:57 into the first. Defenseman Nikita Zadorov was off for cross checking.

Cullen, filling in for Sidney Crosby (concussion) as the Pens' top-line center, made it 2-0 by scoring off his own rebound in front at 9:33.

But the Avalanche, trying to avert the slow starts that doomed their last two seasons, answered later in the first period after the Penguins drew three penalties in just over four minutes.

NOTES: Penguins C Sidney Crosby (concussion), G Matt Murray (broken hand) and F Bryan Rust each missed their third consecutive game. Crosby and Murray skated together before the team's morning skate. Coach Mike Sullivan said Murray and Rust are close to rejoining practice, and that Crosby is progressing. ... C John Mitchell (hip) did not accompany the Avalanche on their four-game road trip that continues Tuesday night in Washington, when former Capitals G Semyon Varlamov returns to net. Varlamov gave up five goals to Dallas on Saturday. ... The Penguins play their first back-to-back of the season Tuesday night at Montreal, which is also their first road game. ... Colorado scratched Mitchell, D Eric Gelinas and LW Cody McLeod. Pittsburgh withheld D Derrick Pouliot, Crosby and Murray. ... Bednar is on an unofficial 17-game winning streak -- his last nine games as AHL champion Lake Erie's coach last season, six with Colorado during the preseason and the first two of the regular season.