The right winger scooped up defenceman Josh Morrissey's shot from the point before firing the disc past Flames goaltender Dan Vladar to make it 2-1.
Blake Wheeler and Brenden Dillon also scored for the Jets.
Connor Hellebuyck turned aside 32 shots for Winnipeg, who moved to 38-32-11.
Dan Vladar made 40 saves for the Flames, who ended their regular season at 50-20-12 and 111 points.
Matthew Tkachuk got Calgary an early lead 3:19 into the first when he stole the puck off of Jets defenceman Brendan Dillon before breaking in alone while fending off a backchecking Adam Lowry and stuffing his own rebound deke past Hellebuyck to make it 1-0.
The goal was his 42nd of the season.
Blake Wheeler tied the contest with 13 seconds remaining in the first period when he one timed a nifty cross ice feed from Nikolaj Ehlers.
Paul Stastny broke through the neutral zone before tapping the disc ahead to Wheeler who dropped the puck for Ehlers before moving into the left circle before he hammered Ehlers' return feed past Vladar to make it 1-1.
The goal was his 16th of the season.
Winnipeg took the lead just over six minutes into the second when Mason Appleton scored on a rebound off a Josh Morrissey shot from the point 6:06 into the second to make it 2-1.
Brenden Dillon added an empty netter with twenty seconds left in regulation to seal the win for Winnipeg.
The Jets close out their season on Sunday when they host Seattle while Calgary completed their regular season and will await their first round playoff opponent.
SHOTS-CALGARY 33 WINNIPEG 43
NOTES-Jets LW Kyle Connor has 46 goals with one game remaining in Winnipeg's season.