Kyle Connor and Patrik Laine scored for the Jets (45-27-4), who lead the Nashville Predators by two points for first place in the Central. Winnipeg, which has clinched a playoff berth, has a game in hand on Nashville, which clinched with a 1-0 win at the Minnesota Wild.
"It wasn't good," Laine said. "That's the way we can't play. I think we were just assuming the game was going to come to us, but it doesn't work that way. We've got to work hard for every single chance and not give them anything. That wasn't a very good game from us."
Connor Hellebuyck made 32 saves in his first loss in his past five decisions.
Esa Lindell gave Dallas a 1-0 lead at 10:27 of the second period when he scored with a wrist shot that went through Faksa's legs.
Faksa made it 2-0 when he scored on a breakaway at 12:23 after Mattias Janmark sent him in alone.
Seguin put the Stars ahead 3-0 when he scored on a 5-on-3 power play, squeezing a wrist shot short side on Hellebuyck at 15:16.
"I think we caught them off of, obviously, a big game against Nashville their last game, and obviously an emotional one," Dallas forward Andrew Cogliano said. "So sometimes it happens like that, where a team can come out flat, and when you play the right game, you usually win."
Seguin scored on the power play at 10:34 of the third period to make it 4-0.
"Dallas is one of the better defending teams in the League," Jets captain Blake Wheeler said. "They suffocate the life out of you and they have a pretty good goalie back there too. So when you get a chance, you have to take advantage of it. If you're giving up four against that team, it's going to be tough."
Connor scored at 11:03 to make it 4-1.
Laine ended a 12-game goal drought when he scored on the power play to make it 4-2 at 15:10. It was his 30th of the season, making him the fourth player in NHL history with three straight 30-goal seasons before turning 21 (Wayne Gretzky, Dale Hawerchuk and Jimmy Carson).
Faksa scored an empty-net goal with 40 seconds left for the 5-2 final.
