Kyle Connor had two assists, and Cole Koepke and Nino Niederreiter each scored for the Jets (21-24-7), who are 2-2-2 in their past six games. Connor Hellebuyck made 26 saves.
Jesper Bratt had a goal and an assist, Jack Hughes had two assists, and Jake Allen made 22 saves for New Jersey (27-24-2), which has lost two straight after winning three in a row.
During the game, the Devils acquired forward Maxim Tsyplakov in a trade with the New York Islanders in exchange for forward Ondrej Palat, a third-round pick in the 2026 NHL Draft and a sixth-round pick in the 2027 NHL Draft.
Scheifele gave Winnipeg a 1-0 lead at 1:33 of the first period when he took a pass from Connor and scored on a wrist shot from the right edge of the right face-off circle.
Lenni Hameenaho tied the game 1-1 on a snap shot from the bottom of the left circle at 8:02. It was the 21-year-old rookie's second goal in his fifth NHL game and first at Prudential Center.
Vilardi made it 2-1 for the Jets at 3:23 of the second period on a snap shot from the left circle off a cross-ice pass from Scheifele.
Koepke pushed the lead to 3-1 when knocked in a rebound at the right post at 7:51.
Niederreiter extended it to 4-1, converting a 2-on-1 with Vladislav Namestnikov on a one-timer from the right circle at 16:42.
Bratt pulled New Jersey to within 4-2 with a power-play goal at 19:24 when he redirected a Hughes shot-pass at the top of the crease.
Nico Hischier scored for the Devils on a shot from the slot with Allen pulled for an extra attacker at 18:14 of the third period for the 4-3 final.
New Jersey forward Cody Glass left in the second period after blocking a shot from Winnipeg defenseman Josh Morrissey. He returned for one shift at the end of the period, but did not return for the third.
