The Lightning, 6-1-0 this season, have scored five or more goals in four consecutive games.
"You just try to ride the wave," Stamkos said. "You know it probably can't last forever. But whether it's an individual streak or team streak, you just try to ride the confidence that each individual brings game in and game out. It's enjoyable, it's fun to come to the rink when you're winning and playing well."
Tobias Enstrom, Paul Postma and Andrew Ladd scored third-period goals for Winnipeg, which has lost three in a row. The Jets were coming off a 6-3 loss at Florida on Thursday night in which the Panthers scored five third-period goals.
"Sometimes you've got to hit rock bottom or whatever to figure out that you've had enough of this stuff," Jets coach Claude Noel said. "Our job is to find solutions to these things, and for me, I know how our team can play and that's what we have to get back to doing."
Conacher, Stamkos and Lecavalier all had first-period man-advantage goals as the Lightning, who started play with the NHL's fifth-best power play, grabbed a 3-0 lead. Winnipeg entered with the league's worst penalty-kill unit.
Stamkos has five goals and 14 points during a season-opening seven-game point streak.
Conacher put the Lightning up 1-0 when he deflected Matt Carle's blue-line shot past goalie Ondrej Pavelec 7:57 into the game. The rookie center (5 goals, 12 points) has at least one point in six of seven games this year.
Atlanta right wing Chris Thorburn received a five-minute penalty for checking from behind and a game misconduct for a hit on Lightning defenseman Sami Salo at 12:11 of the first.
Salo got a cut lip on the play, but remained in the game.
Twice the Jets were called for minor penalties during Thorburn's 5-minute infraction, which resulted in 5-on-3 goals by Stamkos (14:11) and Lecavalier (16:55).
Winnipeg allowed three power-play goals in Thursday's loss to the Panthers.
Conacher made it 4-0 with another re-direction just 26 seconds into the second.
Thompson extended the lead to 5-0 on a goal that chased Pavelec with 15:17 left in the second. Purcell gave the Lightning a six-goal advantage by beating backup goalie Al Montoya one minute after Thompson's goal.
"We've got two choices," Winnipeg left wing Alexei Ponikarovsky said. "Choice 1 is to pout and complain and moan about taking too many penalties. The second choice is go home, improve collectively and individually. That's going to have to be our focus."
Anders Lindback lost his shutout bid when Enstrom scored at 5:34 of the third. Postma added his first NHL goal, coming on a power-play 61 seconds later.
"It's kind of a different situation to get it, but regardless, it's nice to get that first one, get it out of the way," Postma said. "It's definitely a special goal and one I won't forget."
Malone and Ladd traded goals midway through the third. Pouliot added a late third-period goal.
Stamkos has a goal in four straight games. ... Jets D Dustin Byfuglien missed his second consecutive game due to an undisclosed lower-body injury. ... Tampa Bay D Brendan Mikkelson is day to day after crashing into the boards head and shoulders first during practice on Thursday. ... Postma and Enstrom both had two assists.
Copyright by STATS LLC and The Associated Press
Arena: Amalie Arena Location: Tampa, Florida
Referees: Mike Leggo, Tim Peel Linesmen: Brian Mach, Pierre Racicot
Attendance: 19,204 (100.0% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
Cory Conacher (4)
(Power Play) Assists: Matt Carle, Benoit Pouliot
Steven Stamkos (5)
(Power Play) Assists: Teddy Purcell, Anders Lindback
Vincent Lecavalier (4)
(Power Play) Assists: Martin St. Louis, Steven Stamkos
Cory Conacher (5)
Assists: Eric Brewer, Vincent Lecavalier
Nate Thompson (1)
Assists: B.J. Crombeen, Eric Brewer
Teddy Purcell (2)
Assist: Steven Stamkos
Tobias Enstrom (2)
Assists: Paul Postma, Andrew Ladd
Paul Postma (1)
(Power Play) Assists: Bryan Little, Tobias Enstrom
Ryan Malone (4)
Assists: Vincent Lecavalier, Cory Conacher
Andrew Ladd (3)
(Power Play) Assists: Paul Postma, Tobias Enstrom
Benoit Pouliot (2)
Assists: Tom Pyatt, Victor Hedman