Kyle Connor had a goal and an assist, and Connor Hellebuyck made 26 saves for the Jets (30-29-12), who have points in six of seven (4-1-2).
Winnipeg remained five points behind the Nashville Predators for the second wild card into the Stanley Cup Playoffs from the Western Conference.
Colton Sissons scored, and Adin Hill made 17 saves for the Golden Knights (32-26-14), who have lost four of five (1-4-0), and 10 of their past 14 (4-10-0).
Vegas remained four points behind the Anaheim Ducks for first place in the Pacific Division, and one ahead of the Edmonton Oilers for second.
Connor gave the Jets a 1-0 lead at 17:25 of the first period. Josh Morrissey skated up the side boards, and his cross-ice pass set up Connor for a one-timer from just below the right dot.
Alex Iafallo extended it to 2-0 at 2:08 of the second period. After a turnover by Vegas defenseman Shea Theodore, Scheifele found Iafallo with a cross-ice pass for the goal.
Perfetti pushed it to 3-0 at 4:06 with a tap-in on a 3-on-1 rush, finishing Gabriel Vilardi’s saucer pass over a sliding Theodore.
Sissons cut it to 3-1 on the power play at 10:29 when he redirected Rasmus Andersson’s pass to the slot and it slid under Hellebuyck.
Scheifele scored into an empty net at 18:42 of the third period for the 4-1 final.
Scheifele leads Winnipeg with 86 points (32 goals, 54 assists) in 71 games this season, one shy of matching his career high of 87 points in 2024-25.
