Rookie Alex Chiasson scored the first of his two goals 55 seconds into the game to start the Stars on the way to an easy win against the Avalanche at American Airlines Center.
Eric Cole, Alex Goligoski and No. 1 draft pick Valeri Nichushkin scored for Dallas. Jamie McGinn spoiled Kari Lehtonen's shutout bid by scoring a power-play goal at 8:40 of the third period. Ray Whitney and Tyler Seguin each had two assists.
Lehtonen finished with 25 saves for the Stars, who complete their preseason against the Edmonton Oilers in Oklahoma City on Friday night.
"I think they got a good handle of how we want to play and you know that's important – we've got a big week ahead of us," Stars coach Lindy Ruff said. "Tonight was a good game to look at and take film from and just hammer home the small areas of the game."
Colorado completes its preseason schedule Saturday night against the Los Angeles Kings in Las Vegas before the Avalanche open at home against the Anaheim Ducks on Oct. 2.
"Right from the beginning, Patrick's been very positive, trying to teach everybody his system and his way of things," Colorado defenseman Nick Holden said of new coach Patrick Roy. "I think it's been very good. The guys have been very receptive to it, and I think as time goes on here guys are going to get more comfortable with his system and things are only going to get better."