They won their third straight and have won eight of their last ten contests, their only blemish, a pair of overtime losses during that stretch.
Neal Pionk, Alex Iafallo, Nikolaj Ehlers and Morgan Barron scored for the Jets.
Vladislav Namestnikov had three assists.
Connor Hellebuyck made 32 saves for Winnipeg, who moved to 23-9-4.
Steven Stamkos and Nikita Kucherov replied for the Lightning.
Victor Hedman had a pair of assists.
Andrei Vasilevskiy turned aside 24 shots for Tampa Bay, who dropped to 18-16-5.
Tampa Bay scored first on the power play 6:18 into the opening stanza.
With Adam Lowry off for high sticking Victor Hedman found Steven Stamkos alone on the top off the left faceoff circle.
The veteran forward one timed a slap shot past Hellebuyck, beating him with a low shot just inside the left post to give the Lightning a 1-0 lead.
The goal was his 16th of the season.
Neal Pionk tied the contest 4:44 into the second when he redirected a Brendan Dillon shot from the point past Vasilevskiy to score his 4th of the season.
Alex Iafallo gave the Jets the lead 9:13 into the second period when he followed up on a Cole Perfetti shot and beat Vasilevskiy glove side to make it 2-1 Jets.
The goal was his 7th of the season.
Nikolaj Ehlers scored at 15:13 of the third period after Lightning goaltender Andrei Vasilevskiy's attempt to clear the puck was intercepted by Vladislav Namestnikov who got the disc back to Ehlers, who snapped it past the Lightning goaltender to put Winnipeg up 3-1.
Morgan Barron added an empty netter with 2:07 remaining in regulation to clinch the win for the Jets.
The goal was his 7th of the season.
Nikita Kucherov scored a late power play goal for Tampa Bay.
Tampa Bay visits Minnesota Thursday while Winnipeg travels to San Jose.
SHOTS-TAMPA BAY 34 WINNIPEG 27
ATTENDANCE-14,157
