Wheeler said the Jets don't have to play a perfect game to beat Vegas.
"Nope, there's no such thing as close-to-perfect or perfect hockey," he said. "Hockey's one of the most imperfect games there is because you've got a puck bouncing all over the place. They're not playing perfect hockey. They're playing really well because they're a good team. You put yourself in a tough position when you're down by a couple goals on the road, tough environment against a good team, so the onus is on us to get off to a better start."
Scheifele scored both goals for the Jets to give him 14 in the postseason, most in the NHL. He has 11 on the road, a Stanley Cup Playoff record.
"We know that was our game," Scheifele said of the offensive pressure in the second and third periods. "We were playing our game. We just have to do that for a full 60 minutes.
"We just got pucks deep, got pucks behind their 'D,' hard on the forecheck. We were playing fast, I think that's the biggest thing."
The Jets defeated the Minnesota Wild in five games in the first round and the Nashville Predators in seven games in the second round, but this is the first time they have trailed in a series.
"That's an important challenge," coach Paul Maurice said. "We're going to have to be able to handle that. It would be rare that you lead the series straight through. We want to make sure we deal with our loss, don't carry it too heavily, and then come up with our finest game of the postseason and be ready for that."