Matt Halischuk scored the winner early in the third period in a 4-2 victory on Monday night.
The goal was his first as a Jet. Michael Frolik and Andrew Ladd also scored for the Jets, who snapped a three-game losing streak.
But for a few minutes in the second period, Winnipeg Jets coach Claude Noel said he was worried. "Is this going to be one of these nights?" he said he was thinking.
"I thought we had a good first period then OK, before you know it we're down 2-1."
Bryan Little had scored the only goal in the first period for the Jets (6-8-2), as they outshot Detroit 14-9.
But then Henrik Zetterberg put Detroit (9-5-2) on the board at 7:09 of the second after his shot in front of the Winnipeg net glanced in off Jets defenseman Grant Clitsome's skate.
Danny DeKeyser had the go-ahead goal, his first in the NHL, with a slap shot from the blue line that beat Jets goalie Al Montoya's glove when Detroit was short-handed.
"I think a big thing is we didn't get down on ourselves," Jets forward Mark Scheifele said. "We knew we made some mistakes, but I think on the bench we were saying, 'Guys, we're still in this, we've still got lots of game.' "
The Jets outshot the Red Wings 47-28 and did a good job forcing turnovers.
"The way that we played, it would have been a really tough game to lose," Noel said. "We got some games from a lot of players."
Devin Setoguchi had two assists, Scheifele had two assists and Little and Ladd both had assists in addition to their goals for Winnipeg.
"There was a lot of things to like in that game," Noel said.
With Evander Kane out of the lineup following their last game, the line of Frolik, Scheifele and Halischuk was a solid replacement.
"They played better than we did," Detroit coach Mike Babcock said. "I think from start to finish they were the better team on the ice. We didn't look like we had much energy, didn't skate well, didn't execute well."
He said four games in six days was no excuse. The loss snapped a three-game winning streak built in Vancouver, Calgary and Edmonton.
Little opened the scoring when he got the jump on defenseman Kyle Quincey, who fell and left Winnipeg's leading scorer to go in alone against Jimmy Howard. It was Little's team-leading eighth goal of the season.
Babcock said Howard did a good job and Detroit's penalty killing was one of the few bright spots Monday night. Winnipeg was 0 for 6 on the power play and Howard finished with 43 saves.
A third Detroit goal in the second was cancelled by a net that came off its moorings.
With just under three minutes to go in the second, Scheifele slid the puck through Quincey's skates in front of the Detroit net to Frolik and he popped it in to make it 2-2.
A perfectly positioned Halischuk put the Jets ahead at 4:27 of the third when he one-timed a pass from Frolik, who fed it from behind the Detroit net.
Ladd backhanded a loose puck past Howard at 10:57 of the third to give the Jets a 4-2 lead.