Ehlers had two goals and an assist, and Little had a goal and two assists. Tyler Myers had two assists, and Connor Hellebuyck made 30 saves for Winnipeg (14-5-3), which has won six of its past seven games.
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"It's always nice scoring goals and contributing to the win," Ehlers said. "Our line, especially, hasn't been producing and playing the way that we've wanted to. Last game in L.A. (a 2-1 win at the Los Angeles Kings on Wednesday) was a step in the right direction, and another step today."
Francois Beauchemin scored, and John Gibson made 32 saves for the Ducks (10-9-3), who went 3-5-1 in nine home games this month.
Beauchemin, a healthy scratch the past two games, made it 2-1 at 5:46 of the second period after Mike Liambas won the puck on the forecheck. Liambas passed it out to Beauchemin at the left point. Ducks forward Logan Shaw ducked under the slap shot and it sailed into the net for Beauchemin's first goal of the season and Liambas' first NHL point in his fifth game.
The Jets went on their third power play at 10:40 of the second and scored their second goal with the man-advantage at 12:06 for a 3-1 lead. Little had room to skate into the right circle and beat Gibson with Mathieu Perreault providing a screen.
Kyle Connor scored an empty-net goal with 1:40 left in the third period.
"It's all about our preparation as individuals," Beauchemin said. "We need to make sure we're ready as soon as the puck drops."
Ehlers scored twice in the first five minutes of the first period after the Jets had a goal disallowed following an offside review.