Alex Iafallo, Jonathan Toews and Gabriel Vilardi scored for Winnipeg.
Cole Perfetti and Josh Morrissey each had a pair of assists.
Connor Hellebuyck made 24 saves for the Jets, who moved to 17-22-5
Cody Glass scored twice and Nico Hischer had the other goal for the Devils.
Luke Hughes had a pair of assists.
Jake Allen turned aside 18 shots for New Jersey, who dropped to 22-21-2.
Alex Iafallo got Winnipeg on the board late in the first period when he followed up on his initial shot, snagged his own rebound and had his shot go in off of Devils defenceman Simon Nemec.
The goal was his 8th of the season.
Nico Hischer replied 37 seconds later when he slid a cross-crease feed between Hellebuyck's pads from in close.
The goal was his 13th of the season.
Cody Glass scored just over a minute into the second when he tapped a Luke Hughes feed past Hellebuyck to make it 2-1 Devils.
Jonathan Toews tied it up at 2:36 when he followed up on a Cole Perfetti breakaway and pounced on a loose puck in the crease.
Devils defenceman Simon Nemec attempted to clear it but the disc went in off of Toews.
The goal was his 5th of the season and second in his last two games.
Jonas Siegenthaler appeared to give the Devils the lead 3:28 into the second but Jets Head Coach Scott Arniel successfully challenged the goal, citing goaltender interference.
Cody Glass scored his second of game at 8:08 when he wired a wrister past Hellebuyck after pouncing on a rebound off a Jack Hughes shot at 8:08.
The goal was his 9th of the season.
Gabriel Vilardi scored with just over two minutes remaining in the second period to knot the contest at 3.
Cole Perfetti nicked the cross bar with a backhand, leaving a rebound Allen managed to get his glove on in the crease before Vilardi knocked it into the open net.
The goal was his 18th of the season.
Tanner Pearson gave Winnipeg the lead 6:17 into the third when Josh Morrissey took control of the puck at the blue line before moving in and hitting Pearson with a cross-crease feed which the Jet winger promptly hammered past Allen.
SHOTS-NEW JERSEY 27 WINNIPEG 22
ATTENDANCE-14,165
