Ovechkin extended the lead with a one-timer from the left circle at 17:14, and Jensen scored 33 seconds later for a 5-1 lead at 17:47.
"When there's no one coming out to block it, it's him vs. the goalie," Sheary said. "He's done it so many times. It's always been a scary shot for him. It's good to see it go in for him and hopefully that gets him rolling."
Ovechkin has 783 goals and is four shy of passing Howe (786) for the most with one franchise in NHL history.
"They get a power-play goal and we cough up a short-handed one that cost us dearly," New Jersey coach Lindy Ruff said. "That was the difference in the game. I think we lost momentum where we could have gained more in the second period. We lost it."
Tomas Tatar scored on a rebound at the right post to pull the Devils within 5-2 at 4:08 of the third.
Bratt cut it to 5-3 at 9:06 and extended his season-opening point streak to six games (nine points; one goal, eight assists).
Protas scored at 16:11 for the 6-3 final.
"I would say our start to the season wasn't good, going [0-2-0], but right now we've kind of battled through some injuries," said Ovechkin, the Washington captain. "Different guys are stepping up in the lineup. We've been there before. The most important thing for us right now is collecting points, trying to play smart and simple."
NOTES: Sheary scored his first short-handed goal in 456 NHL games. ... Ovechkin scored his 397th goal on the road and is six shy of passing Wayne Gretzky (402) for the most in NHL history. ... Hischier had four shots on goal and was 15-for-26 on face-offs (58 percent) in 21:22 of ice time. ... Vanecek was acquired in a trade with the Capitals on July 8.