Host Winnipeg held New Jersey to only 12 shots at goaltender Ed Staniowski and scored a goal each period against Chico Resch at the other end.
Bengt Lundholm, Paul MacLean and Dale Hawerchuk scored for Winnipeg and defenseman Joel Quenneville spoiled Staniowski's bid for his second shutout of the year with 23 seconds left in the game.
Winnipeg peppered Resch with 33 shots in winning its first at home.
But Resch said the defense wasn't as bad as it looked. "They had a lot of shots, but they weren't great shots," he said.
"We played as well defensively tonight as the Winnipeg Jets can play," Coach Tom Watt of the Jets said. "I was very pleased . . .ecstatic."
The Jets outshot the Devils, 17-3, in the first period as the line of Thomas Steen, Willy Lindstrom and Lundholm harassed Resch every time it was on the ice.
Lundholm's goal at 17:20, his second of the season, came after the Jets had kept the Devils from clearing the puck. Defenseman Dave Babych took a pass from Steen at the point and sent a slap shot that hit Lundholm and deflected past Resch.
At 5:50 of the second period, Serge Savard, taking advantage of sloppy work by the Devils in their own zone, stole the puck, skated in and passed to MacLean. MacLean skated in on Resch for his second goal of the season.
The Jets made it 3-0 when Hawerchuk scored his fourth of the season after MacLean outmaneuvered two Devils for the puck at the New Jersey blueline. MacLean slid the puck to Hawerchuk, who skated in alone on Resch, faked a slap shot and put a wrist shot in at 11:04.