The Penguins have now won three of their last four contests.
Jason Zucker, Danton Heinen and Jake Guentzel scored for the Penguins.
Tristan Jarry stopped 30 shots for Pittsburgh, who moved to 8-6-4.
Dominic Tonninato scored the lone goal for the Jets.
Connor Hellebuyck made 33 saves for Winnipeg, who dropped their third straight game 9-5-4.
Dominic Toninato got the Jets on the board 10:27 into the opening stanza, pouncing on a loose puck in the high slot before wiring a low wrister past Penguins goaltender Tristan Jarry glove side to make it 1-0.
The goal was his 2nd of the season.
Jason Zucker evened the contest at 14:29 of the second period, converting an Evan Rodrigues feed, beating him high glove side to make it 1-1.
The goal was his 4th of the season.
Danton Heinen gave the Penguins the lead 3:33 into the third, firing a rebound off a Chad Ruhwedel shot from the blue line past Hellebuyck to make it 2-1.
The goal was his 6th of the season.
Kyle Connor was foiled on a third period breakaway, cutting to his forehand before getinng off a weak shot.
The Penguins remain the only team Connor has yet to score against.
Jake Guentzel added an empty netter with 2:15 remaining in regulation to clinch the win for the Penguins.
The goal was his 8th of the season and extended his goal scoring streak to a career long 5 games.
Pittsburgh returns home to face the Vancouver Wednesday while Winnipeg visits Columbus.
SHOTS-PITTSBURGH 36 WINNIPEG 31