Duncan Siemens, Joe Pendenza, Eeli Tovanen and Matt Donovan scored for Milwaukee, who moved to 23-20-9-1 on the season.
Colin Blackwell and Tyler Gaudet each had a pair of assists for the Admirals.
Troy Grosenick made 27 saves for the Admirals.
J.C. Lipon scored twice for Manitoba, who dropped to 24-22-3-2 on the season.
Skyler Mckenzie, Jansen Harkins and Alexis D'Aoust added singles for the Moose.
Milwaukee got on the board 4:36 into the opening period when a Moose turnover proved costly. Admirals defenceman Duncan Siemens stepped in front of a clearing pass before ripping a wrister past Moose starter Kyle Comrie to make it 1-0 Milwaukee.
The Admirals went up a pair at () when Adam Helewka ended a perfectly executed 3-on-1 by beating Comrie high glove side after Colin Blackwell fed him a perfect pass to make it 2-0.
The goal was his 15th of the season.
Dallas Harkins tied the game 2:47 into the second when he skated over the blue line before snapping a wrister past Comrie.
The reprieve didn't last long however as Joe Pendenza got a hold of a loose puck in the slot and wired a wrister past Comrie at () as the Admirals retook the lead.
Adam Helewka made it 4-2 at 7:19 of the second when he one timed a cross seam pass past Eric Comrie. Eeli Tolvanen made it 5-2 at 13:19, when Anthony Richard found him alone in front of the net.
Tolvanen made no mistake, snapping the disc just under the cross bar to score his 9th of the season.
Moose Head Coach Pascal Vincent had seen enough and pulled Comrie in favor of Mikhail Berdin.
J.C. Lipon scored on a breakaway at 7:06 of the third period, sliding the puck through Admirals goaltender Troy Grosenick's legs to make it 5-3.
Alexis D'Aoust pulled the Moose to within a goal at 13:15 when he took control of the puck in the Milwaukee zone before floating a wrister from just inside the blueline past Grosenick to make it 5-4.
The goal was his 7th of the season.
Matt Donovan scored an empty netter at ().
But J.C. Lipon refused to say die as he swooped in and beat Grosenick with a high shot to make it 6-5 at 18:52.
The goal was his 10th of the season.
SHOTS-MILWAUKEE 35 MANITOBA 32
Connor, who has goals in each of Winnipeg's first three games this season, managed to poke a puck past Kings goaltender Jack Campbell who had the misfortune of having the disc go through his legs after LA defenceman Alec Martinez redirected it through his legs.
The disc appeared to be destined to crossing the goal line which would have had Wheeler scoring the game winner but the second-year winger helped the puck over the goal line to record the game winning tally.
"Yeah for sure it's (puck) there. It's kind of a reactionary play," said Connor afterward.
The Devils, who are headed to Switzerland to cap off their pre-season tomorrow won their first contest of the obligitory prelude to the regular season.
Winnipeg wrapped up their pre-season with a second straight loss.
“Yeah. It's nice to get through the pre-season here and start ramping up and getting ready for the first game," said Jets winger Kyle Connor, who scored in the loss.
Andy Greene, Kyle Palmieri, Travis Zajac and Damon Severson scored for the Devils.
Sami Vatanen had a goal and an assist for the Devils and Marcus Johansson had a pair of assists.
Keith Kinkaid made 21 stops for New Jersey.
Taylor Hall added two assists for the Devils.
Matthieu Perreault, Kyle Connor and Skyler McKenzie scored for the Jets, who wrapped up their pre-season with a loss.
Blake Wheeler and Mark Scheifele each had a pair of assists.
Connor Hellebucyk turned aside 22 shots for Winnipeg.
Matthew Perreault got the Jets on the board 13:11 into the first period as he converted a Blake Wheeler feed from the side boards, spinning in close and sliding the puck past Devils goaltender Keith Kinkaid moments after a penalty to Damon Seerson expired.
The goal was his first of the pre-season.
The lead was short lived as Andy Greene evened the contest after sneaking in from his left point position before Marcus Johansson hit him with crisp pass just shy of the 15 minute mark.
Kyle Palmieri gave the Devils the lead at 15:47, redirecting the puck past Connor Hellebuyck with his glove.
The goal was allowed to stand.
Sami Vatanen gave New Jersey a two-goal cushion less than a minute into the second when Taylor Hall found Vatanen all alone in the middle of the right faceoff circle and hit him with a cross-ice pass.
Vatanen slid the puck past a shocked Hellebuyck to make it 3-1 New Jersey. Kyle Connor one timed a nifty backhand feed past Kinkaid to pull Winnipeg within one at 9:10 of the second to make it 3-2.
Travis Zajac made it 4-2 17 seconds into the third to restore the two-goal lead, pouncing on a rebound off a shot from Myles Wood to score his first of the pre-season.
Skyler McKenzie tipped a puck past Kinkaid off a shot from Joe Morrow at 3:07 to make it 4-3.
The goal was his 3rd of the pre-season.
Damon Severson scored just over the ten minute mark of the third period, one timing a Marcus Johansson feed from the right side boards at 10:01 to make it 5-3.
The goal was his first of the pre-season.
Devils defenceman Mirco Mueller said consistency was key in getting their first win of the pre-season. "We wanted to put sixty minutes together. We kinda had a bit of a rough patch when we tried to do that in the beginning of the pre-season having a consistent game. I think we were able to do that for the most part tonight," he said.
Jets Head Coach Paul Maurice spent the night evaluating where his club was at, rather than concerning himself with the score.
"I wasn’t looking at the game as a barometer. Still watching guys, older guys trying to get their timing. The young guys, it was a bit of a test on back-to-back nights in the National Hockey League. I thought that they got better as the game went on and it’s a good lesson, right? It’s on those back-to-backs, it usually the first 10 minutes, the first 20 to get er going."
SHOTS-NEW JERSEY 27 WINNIPEG 24
Both had three point nights, Scheifele tallied twice, scoring a power play and shorthanded marker while Wheeler had a goal and two assists as the Winnipeg Jets to a 5-3 win over the Edmonton Oilers.
“It was good. Obviously, we got better as the game went on. A little early, we weren't getting pucks to the net and then started getting pucks deep and started to get a few more towards the goalie and put a few in," said Scheifele.
Skyler McKenzie also scored for the Jets.
Connor Hellebuyck made 39 saves for Winnipeg.
Kailer Yamamoto and Ethan Bear scored for the Oilers.
Mikko Koskinen turned aside 16 shots for Edmonton.
Winnipeg got on the board first on the power play when Mark Scheifele converted a Blake Wheeler feed from near the bottom of the right face off circle to give the Jets a 1-0 lead.
The goal was his first of the pre-season.
Edmonton evened the contest at 7:33 when Tyler Yamamoto tipped a puck past Hellebucyk to make it 1-1.
Zack Kassian fished the puck out of the corner and fed defenceman Matt Benning at the right point which the Oiler defenceman managed to get a shot off which Yamamoto redirected past the Jet goaltender to register his 3rd goal of the pre-season.
With Dustin Byfuglien off for tripping the Oilers took the lead when Ethan Bear one timed a Drake Caggiula feed from the side boards past Hellebuyck from the point, beating the Winnipeg goaltender just inside the right post.
The goal was his 2nd of the pre-season.
Bear, who is battling for one of the two final spots on Edmonton's blue line, said the Oilers played hard. "I thought we played well honestly. They (Jets) got a couple of bounces and that's just the way it goes sometimes. I think we played well and I think we played hard."
Skyler McKenzie tipped a puck past Mikko Koskinen to tie the contest 7:42 into the second period, redirecting a Joe Morrow shot from the right point to make it 2-2.
The goal was his 1st of the pre-season.
Scheifele gave the Jets the lead with a shorthanded marker 10:01 into the second period when Blake Wheeler pounced on a loose puck by the blue line before bursting in down the left side and feeding Scheifele who beat an outstretched Koskinen to score his second of the night.
Blake Wheeler fired a power play goal at 7:24 of the 3rd period to give the Jets a two goal cushion.
The Winnipeg captain moved in off the right side boards before wiring a wrister beating Koskinen high glove side to make it 4-2.
The goal was his second of the pre-season.
Skyler McKenzie made it 5-2 at 10:23 firing a perfect C.J Suess feed past Koskinen to score his first of the pre-season.
Kailer Yamamoto added a late goal to make it 5-3.
Oilers Head Coach Todd McLellan was pleased with the effort of his team on the night. "Actually I'm not overly disappointed with it (loss). Obviously anytime you lose you're not happy but there's a lot of good things we did in the game that we can correct and build off of."
SHOTS-EDMONTON 41 WINNIPEG 21