Brossoit, who is 10-1-1 in 12 games this season, made 26 saves in the second period, passing Ondrej Pavelec (25, Jan. 21, 2017) for the most in Jets history.
"You know what, I like periods like that," Brossoit said. "I like games like that where I'm tested early and often. The second period was definitely one of those and it got me into the game. There's not a lot of rest in between. I like that."
WATCH: [All Golden Knights vs. Jets highlights]
Kyle Connor had two goals and an assist, Mark Scheifele had a goal and an assist, and Blake Wheeler had two assists for Winnipeg (30-14-2), which has won three straight and five of its past six games.
Brandon Pirri scored, and Marc-Andre Fleury made 23 saves for Vegas (28-17-4), which had won eight of its past nine.
"I thought their goalie played really, really well," Golden Knights forward Max Pacioretty said. "And then they're able to capitalize on the mistakes that we did make, so we'd like to clean that up. Otherwise, a team effort for 60 minutes. We liked, for the most part, the way we played."