"We had been struggling on the road before the [All-Star] break (0-4-2 on the road in January), so it's a good way to start after the break," said Dallas defenseman John Klingberg, whose second-period goal tied it 2-2.
Klingberg had two assists, and Vernon Fiddler and Antoine Roussel scored for the Stars.
Dallas coach Lindy Ruff liked the Stars' response after they were 3-6-2 in January and had seven days between games.
Video: DAL@WPG: Seguin's goal ties game on the power play
"It's huge," Ruff said. "Coming out of the break, you don't know what to expect. We got a pretty good effort out of our guys."
Andrew Ladd, Adam Lowry and Dustin Byfuglien scored for the Jets; Byfuglien has 15 goals, tying him with Blake Wheeler for the Winnipeg lead.
The Jets (22-25-3) have lost four out of five on their six-game homestand, which ends Friday against the Carolina Hurricanes.
"It was one of those [games] that were there for us, but we let it slip away," Byfuglien said. "We didn't get any points. We don't have any time to waste. We need the points."
Dallas goalie Antti Niemi made 21 saves in his fourth start in a row; Winnipeg rookie goalie Connor Hellebuyck made 22.
"The game was a little ragged," Ruff said. "I thought both goalies made some big saves. I think that's typical for teams that had a week off."
Winnipeg took a 1-0 lead after Dallas defenseman Jason Demers tripped Wheeler, setting up the Jets' first power play. Drew Stafford took a pass on his off-wing in the left circle and one-timed a left-circle shot that Ladd tipped past Niemi at 14:16. The goal initially was credited to Stafford.
Video: DAL@WPG: Stafford one times it for lead
Ruff delivered a message during the first intermission, and the Stars responded with three second-period goals.
"I said to [the players] that we had to risk a little bit more," Ruff said. "I didn't like where our third guy was going. I didn't think we gave ourselves enough of a chance to create enough offense. I thought that after that we were pretty good."
Seguin tied it 1-1 just as Byfuglien's slashing minor ended 51 seconds into the second period. The goal ended Seguin's four-game drought, his longest of the season, and was his 100th with Dallas.
"It feels good," Seguin said of the 100-goal milestone. "I've really enjoyed my time in Dallas, and I want to stay here for my career."
Video: DAL@WPG: Klingberg's goal ties the game
Lowry scored his fourth goal at 4:41 of the second to put Winnipeg ahead 2-1. He crashed the Dallas net and jabbed a loose puck under Niemi.
Klingberg scored his seventh goal at 14:41 of the second. On a delayed Winnipeg penalty, Klingberg finished a 3-on-0 rush, taking a pass from Demers and flipping the puck over Hellebuyck.
Fiddler scored 2:11 later, snapping a low shot past Hellebuyck for his seventh goal and a 3-2 Stars lead.
"They're a good enough team that if you give them 20 minutes of room, 10 minutes of room, they can make you bleed for it, and we did," Jets coach Paul Maurice said.
Stafford struggled to explain Winnipeg's second-period lull.
"There's not an easy answer to that," Stafford said. "They just were a little harder on the puck than us, won a few more battles. Turnovers in our end, some sloppy play."
Seguin scored his 27th goal, on the power play, at 2:49 of the third period to make it 4-2.
Video: DAL@WPG: Byfuglien cuts into Stars' lead
Byfuglien's goal on a long left-circle slap shot with 9:46 left in the game pulled the Jets to 4-3. He has four goals in his past three games and six in his past seven.
Roussel's empty-net goal with 41.2 seconds to go came moments after Winnipeg defenseman Tyler Myers hit the crossbar from the high slot.
Seguin has five two-goal games this season. He has scored in his past four games against the Jets (three goals, five assists) and has 23 points (12 goals, 11 assists) in 21 games against them in his career.
Seguin had two goals and an assist in 11 games in January.
"Mentally, I put January behind me during my time in Nashville (for the All-Star Game)," Seguin said. "Personally, I thought it was one of my worst months as a pro player, and our team wasn't playing well either. I think we all came out of this break a little refreshed and came back to basics."
Video: DAL@WPG: Fiddler's wrist shot
The win started a stretch of seven of nine games on the road for the Stars, who visit the Colorado Avalanche on Thursday. Getting back on track for the stretch drive to the Stanley Cup Playoffs has been a point of emphasis for Ruff.
"It's really important," Ruff said of getting a win in the first game after the break. "It's something we talked about [Tuesday] morning, starting fresh."
Winnipeg is 6-13-1 against the Central Division.
"There's not an easy mark there," Maurice said. "No, I don't think it's in their head. I don't think any of the three games that we've played with Dallas have been one-sided at all. This is the first game we've got outshot by them. I don't feel that way going into the game."
Video: Seguin scores twice, Stars defeat Jets