Andrew Luck launched a long pass to TY Hilton to get the Colts into Denver's half, before handing the ball off the Frank Gore, who ran it over from seven yards out for an early touchdown.
Gore continued to pick up yards on the run, getting the Colts back into field goal range at the start of the second quarter, leaving Adam Vinatieri to make the kick, extending Indianapolis's lead.
Peyton Manning tried to get the Broncos off the mark with a long pass over the middle, but the ball was intercepted by Mike Adams, which is the quarterback's 12th picked pass this season.
The Colts quickly capitalised on the turnover, with Jack Doyle making the run to the corner of the endzone, getting himself open to make the catch from Luck.
The Broncos finally got on the board in the final seconds of the first half though, as Omar Bolden returned a punt all the way to the endzone, preventing the visitors being shut out in the opening two quarters.