Jesper Fast, Marc Staal and Chris Kreider scored for the Rangers (13-12-3) who have lost three straight and five of their past six (1-5-0). Henrik Lundqvist made 39 saves.
"I felt like they owned us," Lundqvist said. "We tried to survive for two periods and then finally they got a goal and they just kept coming. ... We tried our best, we got a point, but they are good."
Scheifele scored on a one-timer five-hole on the power play to make it 3-1 at 2:10 of the third period.
"We had a lot of grade-A chances, ones that we normally bury, and they have a pretty good guy in between the pipes, so if it was going to be one of those nights where [Lundqvist] stole a game, it would be frustrating," Jets captain Blake Wheeler said. "But our mindset going into the third was just try to throw everything at him, see if we could squeak one by him and get a little momentum."
Roslovic cut it to 3-2 at 4:36 on a shot from the point, and Little tied it 3-3 at 17:30 on a rebound in the right circle.