After Kyle Connor scored for Winnipeg into an empty net, Anthony Cirelli pulled the Lightning back within one with 22 seconds to play.
An icing call against the Jets gave the Bolts a chance to tie the game late but Tampa Bay couldn't get anything set up in the final few seconds.
The Bolts did do a good job of creating looks offensively but ran into a few bad breaks and solid defending from the Jets. Although the Lightning outshot the Jets 34-27, Winnipeg consistently clogged the shooting lanes and ended up with 15 blocks.
Stamkos extended his personal point streak to five games. Kucherov and Victor Hedman both extended their own streaks to four games as well.
The loss snaps the Lightning's three-game winning streak. Tampa Bay now heads out on the road for a two-game trip that begins on Tuesday night against the defending Stanley Cup Champs in St. Louis.
Scoring Summary
1st Period
WPG | 1:59 Mathieu Perreault (5) - Josh Morrissey, Tucker Poolman
TBL | 19:11 Victor Hedman (4) - Steven Stamkos
2nd Period
WPG | 7:18 Jack Roslovic (4) - Andrew Copp, Blake Wheeler
WPG | 7:39 Nikolaj Ehlers (9) - Kyle Connor - PPG
3rd Period
TBL | 17:44 Steven Stamkos (7) - Victor Hedman, Anthony Cirelli
WPG | 18:32 Kyle Connor (7) - Blake Wheeler, Luca Sbisa - EN
TBL | 19:38 Anthony Cirelli (2) - Nikita Kucherov, Ryan McDonagh