Fellow rookie Brandon Yip, playing in just his 10th NHL game, tallied for the fifth time and added an assist, and Craig Anderson made 32 saves for the Avalanche (25-15-6), who won for only the second time in the last five games.
Buffalo (28-11-5), looking to earn its longest win streak since opening the 2006-07 season with an NHL-record 10 consecutive victories, got goals from Drew Stafford, Thomas Vanek and Jochen Hecht.
Stafford added an assist, and backup Patrick Lalime made 27 saves in the loss, the Sabres' first in regulation since Dec. 23.
Hendricks scored the winner after faking a shot then deking Lalime with a nifty move.
Colorado played without captain Adam Foote, who returned to Denver after injuring his ankle during the second period in Friday's loss to Carolina.
Duchene opened the scoring 7:35 into the game with a splendid individual effort. After stealing the puck from Buffalo defenseman Henrik Tallinder in the right circle, Duchene fed Hendricks in the slot, then received a return pass before flipping the puck over Lalime.
Duchene notched his second of the game, and 13th of the year, with 6:32 left in the first period, jamming home a loose puck in the crease.
Stafford made it 2-1 with a power-play goal with 2:55 remaining in the second period, but Yip gave Colorado its two-goal lead back 62 seconds later when his wrist shot from the right circle eluded Lalime.
Vanek scored midway through the third period to cut the deficit to 3-2, and Hecht tied it with 4:12 left in regulation with a wrist shot from the right point.
Notes
Avalanche defenseman John-Michael Liles returned after missing one game because of flu-like symptoms. … The Sabres open a season-long seven-game road trip on Thursday in Atlanta. … Buffalo is 7-0-3 at home since Dec. 9. … No Avalanche player has recorded a hat trick since Milan Hejduk scored three times against St. Louis in December 2007. … Tim Connolly extended his career-high points streak to nine games with an assist on Hecht's goal.