Oliver Bjorkstrand put Columbus ahead 1-0 at 2:23 of the first period. Seth Jones had an assist, his 200th in the NHL in his 536th game.
"I thought we played faster, more direct and at the same time with more confidence," Bjorkstrand said. "The last game wasn't good enough (a 6-3 loss to Dallas on Tuesday). We wanted to have a better game, and I thought we took a step in the right direction."
Bjorkstrand circled around the net and scored from a sharp angle at the bottom of the right face-off circle.
"It wasn't my night," Khudobin said. "That's how I feel. I feel pretty good physically, mentally, but there's something that wasn't comfortable."
Roslovic made it 2-0 at 16:59. The forward, a Columbus native, played his fifth game with the Blue Jackets.
Roope Hintz scored on the power play at 1:18 of the second period to bring Dallas within 2-1.
"I think we actually played a good game," Stars defenseman Miro Heiskanen said. "We had lots of chances to score, but we didn't use those, [and] the opponent scored on their chances."
Laine controlled a bouncing puck near the right face-off dot and scooped a backhand to make it 3-1 at 7:50. The forward had two goals and an assist for the Jets in a 4-3 win against the Calgary Flames on Jan. 14, his only game with Winnipeg this season.
Jason Dickinson scored at 17:42 to make it 3-2 when a shot by Radulov went off his skate after Laine lost the puck in the offensive zone.
Cam Atkinson extended the lead to 4-2 at 3:42 of the third period by scoring off a pass to the crease by Bjorkstrand for his 200th NHL goal. Roslovic won the face-off on a play Atkinson said was drawn up on the bench.
"Literally, to a T," Atkinson said. "It couldn't have been any better and sweeter, and that's what makes it more exciting and to celebrate it with your linemates and teammates."