The Jets, who dropped a 3-0 decision to the Seattle Kraken a night earlier rebounded with a decisive win.
Kyle Connor, Alex Iafallo, Jonathan Toews and Vladislav Namestnikov also scored for the Jets.
Josh Morrissey had three assists for the Jets.
Eric Comrie made 30 saves for Winnipeg, who moved to 6-2-0.
Dustin Wolf turned aside 27 shots for Calgary, who dropped to 1-7-1.
The Flames scored first on the power play 5:18 into the first when Morgan Frost hit Nazem Kadri with a cross ice pass which he one timed past Comrie, beating him glove side to make it 1-0.
The goal was his 1st of the season.
Kyle Connor tied the contest just over five minutes into the second period after Josh Morrissey hit him with a no-look pass the Jet winger snapped past Wolf.
Jonathan Toews masterfully redirected a feed from the corner from Josh Morrissey 6:24 into the second period to give the Jets the lead.
The goal was challenged by Calgary but was allowed to stand.
The goal was his 2nd of the season.
Gabriel Vilardi scored a power play to make it 3-1 Winnipeg at 9:50, lifting a short side backhand past Wolf off a feed from Mark Scheifele.
Mikael Backlund pulled the Flames to within a goal when Blake Coleman sent him in alone on Eric Comrie at 13:56.
The veteran centreman made short work of the Jets backup, beating him with a nifty deke to make it 3-2.
Alex Iafallo restored Winnipeg's two-goal cushion with a power play marker late in the period when Gabriel Vilardi worked the disc around Joel Hanley who was lying on the ice, before sliding the puck to Iafallo who snapped it just inside the right post at 18:50.
Blake Coleman made it 4-3 8:27 into the third period, converting a Mikael Backlund feed from the corner to score his 3rd goal of the season.
Vladislav Namestnikov scored an empty netter with 8 seconds remaining in regulation to seal the win for the Jets.
Calgary hosts the New York Rangers Sunday while Winnipeg hosts Utah.
SHOTS-CALGARY 33 WINNIPEG 32
ATTENDANCE-13,967
Scheifele takes over all time scoring lead as Jets dump Preds 4-1
Written by Philip Paul-Martin
The Jets went on to top Nashville by a 4-1 score, their fourth win in a row.
Nino Niederreiter and Vladislav Namestnikov each had a goal and an assist for Winnipeg.
Mark Scheifele and Logan Stanley scored the other Jet goals.
Connor Hellebuyck made 30 saves for Winnipeg, who moved to 4-1-0.
Michael Bunting scored for the Predators.
Jusse Saros turned aside 20 shots for Nashville who dropped to 2-2-2.
Nino Niederreiter scored on a breakaway at 10:25 of the first after Vladislav Namestnikov hit him with a stretch pass from the faceoff circle, tucking the disc past Saros with a neat backhand deke.
There was no scoring in the second period.
Nashville threatened to score just under five minutes into the second when they enjoyed a two-man advantage for 44 seconds but were unable to score.
Logan Stanley's blast from the left point beat Saros to give Winnipeg a 3-0 lead 5:26 into the third.
Vladislav Namestnikov sealed the win 16:52 into the third, finishing off a neat three-way passing play to score his second goal of the season.
Michael Bunting scored a late third period goal for the Predators, his second of the season.
Winnipeg visits Calgary Monday while Nashville opens a five-game homestand on Tuesday when they host Anaheim.
SHOTS-NASHVILLE 31 WINNIPEG 24
ATTENDANCE-14,309
Scheifele scores twice as Jets edge Kings 3-1
Written by Philip Paul-Martin
The Jet veteran tipped a Josh Morrissey blast from the left point past Kuemper to lift his team to a key early season win.
"It was a good o-zone shift, I think, the defence included. We all supported the puck well, guys in the right spot. Obviously, JMo made a good shot. Just a good o-zone shift," he said.
Connor Hellebuyck turned aside 30 shots for Winnipeg, who moved to 1-1-0.
Mikey Anderson and Adrian Kempe scored for the Kings.
Darcy Kuemper made 24 saves for Los Angeles, who dropped to 1-1-2.
Los Angeles took three early minor penalties which allowed Winnipeg to get their skill game going according to Kings Head Coach Jim Hiller.
"I mean you know I really thought one of the differences was that their top line got feeling good early with the penalties. You know they scored a nice goal but they also got some other good looks. That to me I would think, if you want to go back to last year, we did a really nice job on their top line and you tonight, they were the difference," he said.
The Jets power play made it's mark 4:48 into the opening stanza when Alex Iafallo converted a Kyle Connor feed, taking a slick pass inside the face off circle before moving in close and beating Kuemper with a high wrister.
The goal was his first of the season.
Mikey Anderson tied the game just under a minute into the second when he scored through a screened Hellebuyck from the point.
Adrian Kempe gave Los Angeles the lead 9:12 into the second period when he tipped a relay pass from Antze Kopitar past Hellebuyck.
The goal was his first of the season.
Mark Scheifele's goal late in the second period tied the contest.
The Jet veteran took control of the puck just outside the Winnipeg blue line before moving in close and banking a backhand shot off of Kings defenceman Mikey Anderson and past Kuemper's outstretched pad.
Scheifele's second goal of the contest gave the Jets the lead.
The Jet centre tipped a Josh Morrissey shot from the left point past Kuemper to make it 3-2 Winnipeg.
The goal was his 2nd of the game.
SHOTS-LOS ANGELES 32 WINNIPEG 27
ATTENDANCE-14,204
