Jay Bouwmeester hit O'Reilly with a stretch pass five feet inside the St. Louis zone.
The Blues centreman skated across the blue line and waited until he hit the top of the right faceoff circle before using Jet defenceman Ben Chiarot as a screen and snapping a wrister past a shocked Connor Hellebuyck, beating him with high blocker side.
"It was actually a great pass by Bo (Bouwmeester)," said O'Reilly. "I kinda put me in a good spot and I'm just trying to get it through on the net and it was obviously a big play," he added.
In fact, the goal was his first NHL playoff tally since he played for the Colorado Avalanche in 2014.
But timely scoring isn't what has allowed the Blues to take control of the series said O'Reilly.
"You know you look at our first periods both games aren't that great, they've dominated us but we've defended well and you know we're finding ways to earn them. We're trying to keep them to the outside as best we can and guys are playing for each other," said O'Reilly. Oscaar Sundqvist scored twice for the Blues and Patrick Maroon scored his first of the playoffs.
Jordan Binnington stopped 26 shots for St. Louis, who return home to host the Jets on Sunday.
Blake Wheeler and Mark Scheifele each had a goal and an assist for the Jets.
Patrik Laine also scored for Winnipeg.
Connor Hellebuyck took the loss for the Jets, turning aside 28 shots.
Oscaar Sundqvist scored twice and Pat Maroon added a single for the Blues.
Sundqvist opened the scoring 5:23 into the opening period, firing a wrister past Winnipeg goaltender Connor Hellebuyck, beating the Winnipeg netminder blocker side.
The goal was his first of the playoffs.
Winnipeg got themselves in penalty trouble early on when Andrew Copp cross checked Ryan O'Reilly into the end boards putting the Jets down two men at 9:41.
Blake Wheeler tied the contest at 12:01, converting a Mark Scheifele feed from behind the net to make it 1-1.
Scheifele took control of the disc behind the St. Louis goal before spotting Wheeler, who managed to sneak into the slot undetected from the top of the left faceoff circle and hit him with a nifty pass which he promptly snapped past Binnington, beating the St. Louis netminder high glove side.
The goal was his first of the playoffs.
The Jet captain, who finished with an assist as well, wasn't mincing words afterward.
"Maybe, but it doesn't matter. At this time of year you gotta get results. So, go to St. Louis and take care of business," he said. Patrik Laine scored 19 seconds into a power play early in the second period to give the Jets a 2-1 lead at 2:39.
Jets captain Blake Wheeler took control of the puck along the blue line before moving down to the top of the circle and hitting Laine with a cross ice pass which the Jet winger hammered past Binnington score his second of the playoffs.
Pat Maroon tied the game 6:42 into the second after a dominant push by the Jets which saw them generate several scoring chances.
The St. Louis winger followed the puck to the net and was rewarded when he jammed a puck past Hellebuyck.
Oskar Sundqvist scored his second of the contest at 9:50, taking a David Perron feed before beating Hellebuyck with a low wrister from the hash marks just inside the right post to make it 3-2.
Mark Scheifele tied the game with just over a minute left in the second with a power play marker when he snapped a Kyle Connor feed past Binnington, beating the St. Louis goaltender high blocker side at 18:55.
The goal was his first of the post-season.
Ryan O'Reilly made it 4-3 St. Louis when he beat Hellebuyck through a screen 3:46 into the third.
Hellebuyck, who was beat clean on the play, said the Jets are going to stick with the game plan.
"We're right there. Everyone's working hard, and our details are right. We're right there. It's only a matter of time," he said.
"I just need to continue battling. Keep fighting, and show everyone that I'm going to be the rock behind them," he added.
St. Louis Head Coach Craig Berube said he's not letting a 2-0 series lead affect his outlook.
"Both games we got everybody pretty dialed in. They're playing hard for each other and doing all the little things. Finding a way to get some goals and you know, it's a battle though. I mean both games, they're tight. It's good hockey. It's tight hockey. It's pretty even." "They are going to give us their best game, game three at home. And there's no reason to get too high. You've got to stay ready and you gotta play even better than we've played," said Berube.
SHOTS-ST. LOUIS 32 WINNIPEG 29