Connor Hellebuyck made 32 saves, and Josh Morrissey had two assists for the Jets (9-3-3), who have won three games in a row. They led 4-0 after two periods.
"You can see in our game our details are right," Hellebuyck said. "Everyone's buying into our game and it's translating. We've got the offensive power to do a lot with a little."
Connor McDavid had two assists for the Oilers (11-4-0), extending his season-opening point streak to 15 games (29 points; 10 goals, 19 assists). Mikko Koskinen allowed four goals on 26 shots before being replaced by Stuart Skinner (eight saves) to start the third period.
"You get down 4-0, that's a hard game to chase. I mean, let's be honest," said Oilers coach Dave Tippett after Edmonton finished a five-game road trip 2-3-0. "We got a couple power-play goals to get us back around it, but just not enough juice through our group right now. We've got to get home and get a day of rest."
Adam Lowry gave the Jets a 1-0 lead at 2:09 of the first period, and Nikolaj Ehlers scored on a slap shot to make it 2-0 at 6:59 of the second period.
Pierre-Luc Dubois extended the lead to 3-0 with a redirection of a Morrissey shot on the power play at 10:01. Mark Scheifele tipped a Logan Stanley point shot to make it 4-0 at 19:22.
"We don't quit, but with that said you don't want to be down going into the third period, and we've been in that position a little too often," Oilers defenseman Darnell Nurse said. "We know we need to be in better positions going into the third period and we know we're capable of doing that, so we just get back to work."
