Anton Forsberg turned aside all 21 shots he faced to pick up the shutout for Ottawa, their second shutout win in a row.
The Senators moved to 6-1-0 in pre-season.
Claude Giroux, Josh Bailey and Jakob Chychrun scored for the Senators.
Jake Sanderson had a pair of assists.
Connor Hellebuyck turned aside 30 shots for Winnipeg, who closed out their pre-season with a 2-3-1 record.
Claude Giroux gave Ottawa the lead 16:58 into the opening stanza when he converted a Brady Tkachuk feed moving in alone on Winnipeg goaltender Connor Hellebuyck before beating him with a slick backhand forehand deke before sliding the disc past him.
The goal was his second of the pre-season.
Josh Bailey made it 2-0 late in the second when he got a hold of the puck in the high slot before spinning and firing a low wrister past Hellebuyck, beating him glove side.
The goal was his first of the pre-season.
Jakob Chychrun scored on the power play just under halfway through third when he converted a Josh Bailey feed from behind the Winnipeg net, beating Hellebuyck with a high wrister at 10:28.
Jets Head Coach Rick Bowness thought his team lost discipline in a penalty filled third period.
"I don't know. All of a sudden we're getting called for hooking and holding and all of a sudden, those things that weren't there were there. I don't know. All of a sudden, they were getting called, everything, and they were legitimate calls. The referee saw it and I saw it so they were legitimate calls. I guess the answer to your question is that we lost our discipline more than anything. And then, I think, from that, a little frustration built in as the period went along and then it continued into taking more penalties."
Senators Head Coach D.J. Smith felt good about his team's effort on the night. "You know still too many penalties. In a row too, that really ruins the flow in the second period. But we came out really well, I thought we defended really well in our zone. We did enough to cut off odd man rushes. The effort was there."
"It's an exhibition game but I thought as a whole we played well," he added.
Ottawa hosts Montreal to wrap up their pre-season on Saturday. Winnipeg opens their regular season on October 11th in Calgary.
SHOTS-OTTAWA 33 WINNIPEG 21
NOTES-Jets D Ville Heinola went down late in the first period with a left leg injury after getting tangled up with Senators defenceman Erik Brannstrom and did not return.
