Marcus Johansson scored on a penalty shot during a four-goal second period, and Charlie Lindgren made 29 saves for the Capitals (14-12-4) who are 5-1-1 in their past seven games.
"We had a pretty solid first period, I thought, and then our power play came up big," Lindgren said. "[Johansson] with the big penalty shot goal. To score four goals, as a goalie you love it. Credit to our guys again for competing tonight and working hard and putting the puck in the net."
Pierre-Luc Dubois and Adam Lowry scored for the Jets (18-8-1), who had won four in a row. Connor Hellebuyck made 31 saves.
"They play fast," Dubois said. "Their breakouts, they stretch out so our [defensemen] can't really gap up. It makes it hard. There's a big gap between our forwards forechecking and our [defensemen] with their forwards at the red line. Some nights it's not your best game, and tonight was one of those nights."
Trevor van Riemsdyk gave Washington a 1-0 lead at 3:25 of the second with a wrist shot from between the hash marks that beat Hellebuyck high glove side.
"We didn't have our legs early, that was clear," Winnipeg coach Rick Bowness said. "They were jumping on us. I thought as the first period went on, we got our legs going again. Clearly the coverage on their first goal was a complete breakdown for us. Power play hurt us."