The Broncos started slowly as they were forced to settle for a 21-yard field goal from Brandon McManus on their first drive.
Colts quarterback Andrew Luck then threw an interception as Rahim Moore picked off the pass following a deflection. Peyton Manning drove his side downfield and found Julius Thomas in the endzone for a three-yard score.
The same combo struck again on the next drive as Manning fired the ball to Thomas on a crossing route and the receiver sprinted into the endzone for the 35-yard touchdown.
Thomas completed his hat-trick just before the break when he was lined up in single coverage against LaRon Landry and Manning found him on a slant route for a five-yard strike.
The Colts hit back just before half time when Luck managed to escape the pocket and run over to the right sideline before leaping towards the pylon to complete a nine-yard touchdown.
In the second half, the Colts moved the ball downfield as well and could have hit back with a score on the one-yard line, but they were repelled by the Broncos' defense on fourth down.
Indianapolis drove into the redzone again shortly after but were forced to settle for a field goal from the boot of Adam Vinatieri this time.
Denver then took advantage of some good fortune as Thomas's fumble was recovered by his teammate Andre Caldwell, and three plays later Montee Ball went over from three yards to hand his side a 21-point lead.
However, the Colts were not done there as Luck moved his side downfield and tight end Dwayne Allen showed great balance down the right sideline to keep his feet in bounds and run in from 41 yards for a score.
Luck brought his team back to within a touchdown as he fired a strike over the middle to Hakeem Nicks for a nine-yard touchdown.
The Denver offense gave Luck one final chance to bring his side level, but Bradley Roby made pass breakup on fourth down to earn his side the win.