Anaheim trailed by one with less than five minutes remaining before Vatrano scored his second goal of the game with a slap shot through traffic to tie it 2-2 with 4:46 left in the third period.
Radko Gudas had two assists, and Lukas Dostal made 21 saves for the Ducks (12-14-4).
"This is a win that should give us a lot of confidence," Anaheim coach Greg Cronin said. "It's a team win and we can build off of it."
Gabriel Vilardi and Mark Scheifele scored, Kyle Connor had two assists, and Comrie made 28 saves for the Jets (23-10-1), who were coming off a 4-3 win at the San Jose Sharks on Tuesday.
"We’ve got to hold each other accountable for what we’re doing out there, and we’re not doing that," said Winnipeg forward Nikolaj Ehlers, who had missed the previous nine games with a lower-body injury. "We’ve got some work to do.”
The Ducks took a 1-0 lead at 4:45 of the second period when Vatrano scored on a tip-in off a slap shot from the point by Gudas.
"We knew that they were a tired team, they got in late last night. We know what that travel's like," Vatrano said. "For us, we just wanted to play a simple game early and kind of put it down their throat, and I think we did that for most of the game."