Josh Morrissey had a goal and two assists, Kyle Connor had two assists, and Eric Comrie made 22 saves for the Jets (20-23-6), who have points in six of seven (5-1-1).
Jordan Kyrou scored and Joel Hofer made 13 saves for the Blues (19-23-8), who have lost five of seven (2-5-0).
With Blues forward Nathan Walker assessed a double minor penalty for high-sticking Jets defenseman Isaak Phillips, Winnipeg scored two power-play goals in a span of 1:33 in the first period.
Morrissey scored first to make it 1-0 Jets at 9:52, when his one-timer off a pass from Scheifele from the point made its way through traffic and ripped past Hofer.
Scheifele then pushed it 2-0 at 11:25, walking in from the corner and lifting the puck over Hofer’s shoulder and tucking it under the crossbar with a snap shot from in close.
Kyrou cut it to 2-1 at 17:23 of the second period, scoring on the power play with a one-timer from the top edge of the left circle.
Scheifele scored into an empty net at 17:37 of the third period with a wrist shot for the 3-1 final.