Scheifele beat the buzzer during a 5-on-3 man-advantage with a one-timer from the left hash marks. Cole Perfetti made the play happen by stealing the puck from Ryan McDonagh in the corner before sending a cross-ice pass over to Scheifele
The goal came after the Lightning had rallied from three goals down in the third period, which included tying the game on two goals in 26 seconds from forward Pontus Holmberg.
Holmberg first cut it to 3-2 at 14:01 by burying a rebound into an open net at the left post. He then tied it 3-3 on a similar play at 14:27, coming from behind the net to knock in another rebound at the left post with his backhand.
Perfetti, Brayden Yager and Morgan Barron also scored, and Viggo Bjorck had two assists for the Jets (7-8-3), who have won three straight after losing their previous nine (0-7-2). Stuart Skinner made 17 saves.
Winnipeg's next game will be against Connor Hellebuyck and the New Jersey Devils on Tuesday.
Brandon Hagel also scored, and Andrei Vasilevskiy made 21 saves for the Lightning (11-4-2), who had won three in a row and lost in regulation for the first time in seven games (4-1-2). Erik Cernak had two assists.
Tampa Bay was playing the second game of a back-to-back after rallying for a 4-3 overtime win at the Minnesota Wild on Saturday, when it scored twice in the final 6:16 of the third period to tie the game.
Perfetti gave the Jets a 1-0 lead at 1:53 of the second period, scoring a power-play goal with a one-timer from the slot off a short pass from Scheifele.
Barron made it 2-0 at 12:38. Just 10 seconds after the Jets killed off a penalty, Neal Pionk skated around the net and fed a cross-ice pass to Barron, who scored with a one-timer from the right circle.
Yager scored his first NHL goal to push the lead to 3-0 at 8:10 of the third period. Alex Iafallo’s pass to the crease was one-touched by Björck toward the back post, where Yager banged it into an open net for a power-play goal.
Hagel cut it to 3-1 at 10:22. Anthony Cirelli stole the puck from Yager below the goal line, and Hagel skated out in front and scored with a deke to his forehand.
