Eric Comrie made 29 saves for the Jets (6-3-2), who lost at home for the first time this season (4-1-0) and had an eight-game point streak end.
"Their success is controlling the net front and controlling the slot and not allowing a lot to happen," Winnipeg coach Paul Maurice said. "So you're going to need to build some chaos, which comes from some movement and some of those pucks getting through and getting to the net and causing that chaos. We didn't do a lot of it tonight. I think you need to be able to really skate and drive in the offensive zone. I think we were little short on that tonight."
Lee gave New York a 1-0 lead at 3:12 of the first period, finishing a pass by Josh Bailey from behind the net.
"They don't cheat the game and they do a good job in front of their net boxing out and making it hard to get chances from the slot," Jets defenseman Josh Morrissey said. "They're hard on the forecheck and just a playoff style of game, really. Their goalie made some big saves tonight as well, so obviously frustrating."
Nelson scored 47 seconds into the third to make it 2-0, beating Comrie blocker side from the right circle on a rush.
"There were a couple of plays where we just missed connecting," Winnipeg forward Adam Lowry said. "We knew that the way they play they don't cheat the game, they don't break it open. They're comfortable in these low-scoring games, they're comfortable in that style, not necessarily sitting back but giving you the outside and waiting for their opportunities."
NOTES:Jets forwards Mark Scheifele and Paul Stastny each left the game late in the third period because of an undisclosed injury. Maurice said he will have an update on each player Sunday. … Goalie Semyon Varlamov is expected to make his season debut for the Islanders against the Minnesota Wild on Sunday.