"I thought the leadership really did a wonderful job in handling the game," said coach Claude Noel, who has been preaching a tighter defensive style.
It didn't start all that well, after Crosby put on a scoring clinic in the first with two goals to give the Penguins the lead.
"We didn't manage the puck very well," Noel said. "They forced us quickly to play a quick north and south game and we turned a lot of pucks over."
Winnipeg benefited from some great saves by Ondrej Pavelec, and Crosby said he wasn't happy with the way the Penguins performed after the first.
"We got some good chances, put a couple in," Crosby said. "On the road, with a 2-0 lead in the first, that's a pretty good position to be in. . . . I think we got away from the way we were playing and they just stuck with things.
"They kept playing the same way, didn't make a lot of mistakes and ended up capitalizing on ours."
The sellout crowd was loud as the Jets shot for their first home win of the season, but Crosby silenced them at just 4:26.
He raised one past Pavelec's right shoulder on the short side, grazing the post and slipping through a gap.
A little more than 10 minutes later, Crosby skated in front of the net and finessed a soft backhander past Pavelec and Winnipeg defenseman Dustin Byfuglien before either knew what happened. It was Crosby's third goal of the early season.
But it was all Jets in the second, as Kane got the crowd going again just over a minute in on a pass from Wheeler and Byfuglien, right in front of Penguins goalie Tomas Vokoun.
Byfuglien evened things up as he slammed one in from the blue line, taking advantage of a holding penalty against Evgeni Malkin.
Ladd then put the Jets ahead for good from the right faceoff circle on a quick pass from linemate Bryan Little at 17:54.
Pavelec credited avoiding penalties -- the Jets took just one -- as a big part of the Winnipeg win.
"It was one of the biggest keys in this game," he said. "Crosby or Malkin, if you put those guys on the power play, it's going to be a long night for you. I think we did a great job to stay disciplined and to play five on five."
Noel gave Pavelec full marks for his part in stopping some pretty great shots.
"I thought Pavelec was outstanding in the second period," Noel said. "We took some big steps in feeling good about ourselves."
But he said they can't be too pleased just yet. Their next game is Sunday when the New York Islanders visit.
Copyright by STATS LLC and The Associated Press
Arena: MTS Centre Location: Winnipeg, Manitoba
Referees: Ian Walsh, Brad Meier Linesmen: Brad Lazarowich, Jay Sharrers
Attendance: 15,004 (100.0% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
Sidney Crosby (2)
Assists: Chris Kunitz, Kris Letang
Sidney Crosby (3)
Assist: Matt Niskanen
Evander Kane (2)
Assists: Blake Wheeler, Dustin Byfuglien
Dustin Byfuglien (2)
(Power Play) Assists: Tobias Enstrom, Andrew Ladd