Nikolaj Ehlers and Adam Lowry scored, and Connor Hellebuyck made 35 saves for the Jets (33-27-10), who had won three of four. They trail the Dallas Stars by five points for the second wild card into the Stanley Cup Playoffs from the Western Conference.
Winnipeg was 0-for-6 on the power play.
"I thought the second half of the game, we had a lot of chances," Lowry said. "They are a team that they don't give up much anywhere on the ice, they don't give up much around the net. We got our chances. Their goalie played well. … They did a good job of defending, goalie made key saves. I think we did a good job getting around the net and getting chances around their net."
The Kings finished their three game road trip 2-0-1 and have won 13 of their past 19 road games.
"This was a tough run," McLellan said. "Edmonton, Calgary, and Winnipeg is not an easy place to play for a lot of reasons. Each one of the teams is a little bit different. They all have superstars who are game-breakers. Outstanding goaltending for the most part. Tough buildings to play in. Not an easy travel schedule."
Kempe gave the Kings a 1-0 lead at 2:21 of the first period with a shorthanded goal. The rebound of Phillip Danault's shot deflected in off Kempe's skate.
Ehlers tied it 1-1 at 6:24 with a wrist shot from the left circle on the rush.
"The faster you play, I think the more, from the stands and up top, it looks like we're all over them," Jets forward Pierre-Luc Dubois said. "I think the faster we play, the less complicated and more simple we keep it. It's hard to play against teams like that, they do it over and over and over again. Even when you do get the puck, you don't have any room, you don't have any time because they are all over you."
Kopitar put the Kings back in front 2-1 at 10:32 with a shot from the high slot.