Forsberg, who now has a team-high 22 goals, has five goals combined in his last two second periods. Forsberg, who scored three times in the second period of Tuesday night's overtime loss to Calgary, got the hat trick with an empty-net goal with 36.5 seconds left.
Viktor Arvidsson also scored a goal, and Roman Josi and Ryan Johansen each added two assists as Nashville won its fifth and final game against Colorado this season.
Goalie Pekka Rinne made 20 saves for the win after being pulled Tuesday night.
Jarome Iginla had a goal and an assist for the Avalanche, who have lost three straight. Peter Wiercioch also had a goal.