Josh Morrissey had three assists for Winnipeg.
Cole Perfetti had a goal and an assist for the Jets.
Morgan Barron also scored for Winnipeg.
Connor Hellebuyck made 31 saves for the Jets, who moved to 8-5-2 on the season.
Timo Meier, John Marino and Dawson Mercer scored for the Devils.
Vitek Vanecek turned aside 25 shots for New Jersey, who dropped to 7-6-1.
There was no scoring in the first period.
Kyle Connor opened the scoring 8:07 into the second when he followed up on his own rebound and fired the puck into a wide open net.
The goal was his 12th of the season.
With Tyler Toffoli off for cross checking, Cole Perfetti scored on the power play to give the Jets a two-goal lead when he picked a corner from in front of the net at 13:54.
Timo Meier scored on the power play when picked the top corner on Hellebuyck from the high slot after he one timed a Ondrej Palat feed at 14:54.
New Jersey tied it up just over a minute later when Hellebuyck was out of postiion and John Marino snapped up a rebound off a Luke Hughes shot to make it 2-2 at 16:06.
Nikolaj Ehlers scored into a wide open net when Cole Perfetti found him with a cross-ice feed which the Jet winger hammered past Vanecek at 18:10.
The goal was his 3rd of the season.
Kyle Connor scored on the power play after he one timed a cross ice backhand feed from Mark Scheifele to make it 4-2 Jets at 9:54.
Morgan Barron scored at 11:58 after Vladislav Namestnikov crushed New Jersey defenceman Kevin Bahl against the end boards and stripped him of the puck.
Namestnikov moved behind the net before feeding Barron who snapped a wrister past Vanecek to make it 5-2 Jets.
Dawson Mercer pulled New Jersey to within two at 14;17 with Josh Morrissey off for cross checking.
The goal was his third of the season.
Nikolaj Ehlers added an empty netter with 1:30 left in regulation to seal the win for the Jets.
Devils defenceman John Marino summed up his team's efforts succinctly afterward.
"A full 60 minutes. We come back, down 2-0, we make it 2-2 and then give up a goal right away. It's pretty deflating. Then the goal where it's' 4-2 — there's not much time in the game, so it's pretty deflating. We just need to manage the game better in those situations."
New Jersey Head Coach Lindy Ruff thought it was a close game.
“We didn’t give up a lot in the first (period), obviously. Second, a couple mistakes that you’d like to have back. And then you look at a couple late goals, we’re getting first touch and we don’t execute. Another goal, same type of thing. We fall down on the penalty kill and it ends up in the back of your net on a one faceoff, so when that happens it’s tough to swallow.”
Jets Head Coach Scott Arniel said his team executed their game plan.
"You know, we talked all week. We talked about Dallas, we talked about these guys. These good teams, you've got to make them play in their end of the rink. If you have a play coming through that neutral zone and you can make it, make it. But a lot of times this game is about putting it below the hashmarks and then going to work and we're a pretty good forechecking team. We do a pretty good job of staying above people. And in our contact, when our first guy's there, the second guy gets there quick and, like you said, there were some really good rewards from that forecheck and it's a big part of our game."
New Jersey visits Pittsburgh while Winnipeg hosts Buffalo on Friday.
SHOTS-NEW JERSEY 34 WINNIPEG 31
ATTENDANCE-11,717
NOTES-Jets defenceman Neal Pionk played in his 400th NHL game against the Devils.
