The best-of-7 series is tied 1-1. Game 3 is at Winnipeg on Saturday.
Chandler Stephenson and William Karlsson each had a goal and an assist, and Jack Eichel scored his first Stanley Cup Playoff goal for the Golden Knights, the top seed in the West. Laurent Brossoit made 31 saves.
Vegas had 39 shots on goal after being limited to 17 in a 5-1 loss in Game 1 on Tuesday.
"In the first period, we weren't on our game at all. Some of our veteran guys pulled us into the fight," Golden Knights coach Bruce Cassidy said. "We recognized after the first that we had to clean up some things to be better. We did. We moved some pieces around. You never know how that will impact certain lines, but we realized that it was time to get to our game. You don't want to dig yourself too deep of a hole. You'll have some ups and downs. Give the players credit for that. It was time to get to our game."
Adam Lowry scored his third goal of the postseason, and Connor Hellebuyck made 34 saves for Winnipeg, the second wild card from the West.
"They were the better team tonight," Jets coach Rick Bowness said. "They deserved to win that game, there's no question. Did we make it too easy on them? Yeah, we did. The most disappointing thing was the execution. Giving up the goals that we gave up. The way we gave them up, that's disappointing. We'll fix it and get ready for Saturday."
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Lowry scored on the power play at 9:18 of the first period to give Winnipeg a 1-0 lead when he tipped in a Neal Pionk slap pass from the point.
Karlsson tied it 1-1 at 5:54 of the second period on a wrist shot from the slot. It was his second goal of the series after scoring 14 in 82 regular-season games.
"I want to contribute and score again. It's always fun and a great feeling,' Karlsson said. "I tried to get us on the board, give us energy to the players and the crowd."
Eichel gave Vegas a 2-1 lead at 10:25, redirecting an Alex Pietrangelo shot.
"It felt great," Eichel said of scoring his first playoff goal. "It was a long time coming. It's good to contribute. It's a good win by our group. We stuck with it. We won a third period. We won a game."