Kyle Connor and Blake Wheeler scored for Winnipeg (29-25-5), which has lost two games in a row after a three-game winning streak. Connor Hellebuyck made 32 saves.
"We were definitely battling and playing our hardest, but we were just a little bit off," Hellebuyck said. "It reflected on the shot clock, but we had the scheme, we just needed to amp it up a gear in the third, and they got some lucky bounces."
The Jets went 23:09 between shots on goal from 3:46 of the first period to 6:55 of the second.
"Certainly, we only had three (shots on goal) in the first period, that's not a high number for us. We'd like to get that number up a little bit," Wheeler said. "They got a pretty nice bounce on their second goal. Third one, I don't even remember. Their first goal, I don't know how that's not goaltender interference, guy gets pushed right into the net. We're going to disagree with that call."
Sorensen gave the Sharks a 1-0 lead at 14:51 of the first.
Winnipeg coach Paul Maurice challenged for goaltender interference, but the goal was upheld after video review showed Sorensen was making a play on the loose puck in the crease. Winnipeg was assessed a delay of game penalty for the unsuccessful challenge.
The Jets scored twice in 1:26 in the second period to take the lead. Connor tied the game 1-1 at 8:21 with a power-play goal, and Wheeler put them ahead 2-1 at 9:47 with a one-timer off a pass from Andrew Copp out of the right corner.
"I mean, it can kill you when it happens to you," Dell said of the quick goals. "But we handled it well and we didn't start running around and chasing the game and stuff. We calmed down and we answered back."