Winnipeg (37-20-4), which had lost three in a row, moved one point ahead of the idle Nashville Predators for the division lead. Nikolaj Ehlers scored after missing 20 games because of an upper-body injury, Jacob Trouba had three assists and Connor Hellebuyck made 29 saves in a rematch of last season's Western Conference Final, which the Jets lost in five games.
"I think there's always meaning when we're playing," Laine said. "We had to win these games. We lost a couple of huge games here last playoffs. We kind of needed to win this one, and after the game in Colorado (a 7-1 loss on Wednesday), we needed a good bounce back and I think we did that."
WATCH: [All Jets vs. Golden Knights highlights]
Vegas (32-26-5) lost its third straight game and for the 10th time in 13 games (3-9-1). Pierre-Edouard Bellemare, Shea Theodore and Jonathan Marchessault scored for the Golden Knights, who lead the Arizona Coyotes by eight points for third place in the Pacific Division. Marc-Andre Fleury made 23 saves but lost his fifth consecutive start.
"We are, maybe, a part of the game for a decent amount of time, but it doesn't really matter if that amount of time that we're not in it we let in five goals," Bellemare said. "It's as simple as that. It's tough to win when you let five goals against."
The Jets took an early 2-0 lead when Ehlers scored 56 seconds into the game, and Kyle Connor scored 32 seconds later at 1:28.
"I saw [Connor] coming down with the puck, just went to the net, and it bounced right in front of me," Ehlers said. "Not too bad."