NHL Stats noted this marked the fourth third-period comeback for Vegas this postseason, setting a franchise record.
"Just resiliency," Hart said.
"That's the key word for our group here — we've just stuck in games and just grinded it out, and just battled.
Resiliency, that's a term that describes our group really well. We're never out of the fight, and we're always grinding in games."
Prior to the rally, Colorado held a 45-0-0 combined regular season and playoff record when leading after two periods.
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Avalanche captain Gabriel Landeskog expressed the team's need to move forward quickly.
"It stings for sure right now," Landeskog said. "But tomorrow we'll wake up, have a meeting, fly to Vegas and regroup.
That's all you can do."
The Golden Knights secured the win despite going 0 for 4 on the power play and briefly losing defenseman Brayden McNabb to a first-period injury.
McNabb returned for the third period to contribute to the team's 32 hits and 16 blocked shots.
"We know how hard it is to win," Eichel said. "A lot of that falls on playing hard defensively."
Colorado also faced physical challenges when defenseman Josh Manson briefly left the ice late in the second period after hitting the boards.
Avalanche coach Jared Bednar addressed the media regarding the team's mindset and the potential return of star defenseman Cale Makar, who missed two games with an upper-body injury.
"There's urgency to get him back since he got hurt," Bednar said.
