J.J. Peterka beat Hayden Fleury to a puck and poked the disc to Logan Cooley, who relayed the disc to Guenther who was driving the net.
The Utah winger made no mistake, snapping a wrister past Hellebuyck make it 3-2.
Mikhail Sergachev and Michael Carcone also scored for the Mammoth.
Vitek Vanecek turned aside 26 shots for Utah, who moved to 7-2-0.
Dylan DeMelo and Mark Scheifele scored for the Jets.
Connor Hellebuyck made 29 saves for Winnipeg, who dropped to 6-3-0.
There was no scoring in the first period.
Dylan DeMelo got the Jets on the board 45 seconds into the second period when he took a partner pass from Josh Morrissey along the blue line before moving in and blasting a slap shot through two Mammoth players, beating Vanacek just inside the far post.
Mikhail Sergachev tied the contest on the power play just under halfway through the second when he moved in to the high slot and fired a wrister past Hellebuyck, beating him low blocker side to make it 1-1.
The goal was his 2nd of the season.
The Mammoth took the lead at 10:03 of the second on the power play when Michael Carcone finished off a 2-on-1 with Kailer Yamamoto by converting a saucer pass past Hellebuyck.
Mark Scheifele tied the game at two at the 15:09 mark with a power play marker.
Josh Morrissey hit him with a pass from the side boards before Scheifele moved in and fired a wrister past Vanecek.
The goal was Scheifele's 8th of the season.
The assist marked Morrissey's 300th career helper.
Dylan Guenther scored at 15:24 to give Utah the lead.
Utah wraps up a four game road trip on Tuesday against Edmonton while Winnipeg travels to Minnesota.
SHOTS-UTAH 32 WINNIPEG 28
ATTENDANCE-13,678
