With Minnesota's Zach Bogosian off for holding, Winnipeg's top trio of Connor, Scheifele and Gabriel Valardi moved the puck around patiently before Scheifele found Connor open and hit him with a cross ice pass which the winger wired past Filip Gustavsson, beating him high glove side to make it 2-1.
The goal was his second of the season.
Mark Scheifele had a goal and an assist for Winnipeg.
Connor Hellebuyck turned aside 26 shots for the Jets, who won their second straight contest in overtime.
The Winnipeg netminder has allowed a pair of goals in the Jets opening three games.
The game also marked the first time Winnipeg has opened the season with three straight wins.
Jake Middleton scored Minnesota's lone goal of the contest.
Filip Gustavsson made 33 saves for the Wild, who dropped their second straight game.
Jake Middleton got Minnesota on the board 4:06 into the opening stanza when he drifted a wrister from the right point through a screened Connor Hellebuyck to put the Wild up 1-0.
The goal was his first of the season.
Mark Scheifele scored with .7 second left in the first when he one timed a faceoff win by Adam Lowry past Gustavsson, beating him low blocker side to make it 1-1.
The goal was his fourth of the season and was his third in the last two games.
There was no scoring in the second period.
There was no scoring in the third period and the game went into overtime.
SHOTS-MINNESOTA 27 WINNIPEG 35
ATTENDANCE-12,916
NOTES-Jets C Mark Scheifele played in his 800th career game Sunday.