New York snagged the lead back on Artemi Panarin's first goal as a Ranger, a power play marker 27 seconds into the middle frame. But that lead lasted all of 30 seconds.
Ville Heinola sent a feed up to Ehlers, who flew down the left wing and slipped a perfect centering pass to Wheeler, who tapped home his first of the season through the legs of Lundqvist.
For Heinola, it was his first NHL point in a game that saw him finish with 18:24 of ice time, two hits, and two blocked shots.
"He didn't make any mistakes early, but I thought after his third or fourth shift he looked like he had been there before," Maurice said. "I like him when he has the puck on his stick and positionally he's right. I thought he played a real fine game for your first NHL game."
Then, when Jacob Trouba's point shot beat a screened Hellebuyck to give the Rangers the lead for a third time, Wheeler responded by beating Lundqvist five-hole nine seconds after that.
A delay of game penalty from Brady Skjei put the Jets on the power play for the fifth time - and this time they found the back of the net.
Josh Morrissey showed great patience at the blue line and when a shot lane opened, he sent a wrist shot toward the net that Connor deflected through Lundqvist's legs. That put the Jets ahead for the first time in the game, 4-3.
"We played a lot of that game how we wanted to. We played a lot of the game in their end. We certainly controlled a good bulk of it," Wheeler said of the Jets, who outshot the Rangers 47-32. "Maybe we weren't able to get the separation goal there when we got the lead. We had some good looks down there and spent a lot of time in the offensive zone. Their D was hanging on for dear life at the end there. We just gave up too many good looks in the third to close them out."
Just as the Jets had done early in the game, the Rangers responded with Mika Zibanejad breaking in alone and beating Hellebuyck over the blocker with a backhand.
It was the first of three unanswered from the Rangers to close out the game.
The Jets get back at it tomorrow night against the New Jersey Devils with Laurent Brossoit getting the start in goal.