Clayton Keller scored, and Karel Vejmelka made 22 saves for the Coyotes (13-25-5), who were coming off a 2-1 loss at the Minnesota Wild on Saturday.
"I don't know what to say anymore," Arizona coach Andre Tourigny said. "We worked really hard. I'm really proud of the guys. It's back-to-back. Winnipeg is a really, really good team. I think we hold our own. We battled hard.
"It's tough to generate a volume on [Winnipeg]. They work hard. They play the right way."
Dubois scored 37 seconds into the second period to give the Jets a 1-0 lead, redirecting a one-timer from Josh Morrissey on a power play.
"Goals are great but there's a lot of ways you can contribute," Dubois said. "For myself personally, goals are always fun to score, I'm not going to complain, but I want to be even more than that.
"I think we had ups and downs during the game. Our goal is to always play a 60-minute game. … I thought at times tonight we did a good job, at times tonight we kind of fell off. We want to play really aggressive, but we also want to be on top of teams."