He was wearing a player of the game pilot's helmet, complete with darkened visor, that the team has come up with as a new locker room tradition.
"This time of year you've got to find a way," Setoguchi said of his timely goals, which ended his seven-game goal-scoring drought.
"They're ahead of us in the standings and the other night Nashville was and we let one slip away there. And if we're going to try and crawl back up in this thing we're going to have to make big wins late in the season here."
The win means the Jets have won seven of the nine games they've played since Paul Maurice took over as head coach.
"I'm really happy for him, it's been a tough stretch of games," Maurice said of Setoguchi's performance.
Not much changed in the standings however. With Nashville's 3-2 overtime win over New Jersey on Friday, the Jets remain a point behind tied in the Central Division cellar.
And, despite the loss, the Canucks are in eighth place and cling to the final wild-card playoff spot in the Western Conference with 63 points.
Phoenix is at 60 points, but things are tightening up with Winnipeg and Dallas both at 57 points and Nashville at 58.
It was also the last game Vancouver has to play without head coach John Tortorella behind the bench, as his suspension for his actions before and after a brawl with the Calgary Flames ends this weekend.
Eddie Lack, in goal instead of Robert Luongo, made a lot of great saves to keep Vancouver in the game as the Jets outshot the Canucks 34-26.
"Their goalie made some huge saves for them to keep them in it," Ladd said.
Lack said it was tough to start the game by giving up the first goal. Though they battled back and twice tied it up, they couldn't pull ahead.
"It's not the first time that happened for us and it kind of feels like we're talking about the same thing," he said.
Assistant coach Mike Sullivan took his time coming out to talk to reporters as Tortorella's stand-in and said late penalties were momentum killers.
"It was frustrating because we fought our way back into the game," Sullivan said. "I thought we had all the momentum in the third period (but) we shot ourselves in the foot."
The Jets outshot the Canucks 15-7 in the first period and Vancouver had managed just one shot when Bogosian scored from the point at 5:02, slamming one past backup Lack's glove. The Canucks rested Roberto Luongo on Friday night.
The Jets kept up the pressure and Vancouver called a timeout just over a minute later as Setoguchi backhanded one in from the side of the net to make it 2-0.
The Canucks got their first on a power play when Edler slipped a rebound behind Ondrej Pavelec from the side of the net at 10:27.
Winnipeg continued to control the play, however, and Dustin Byfuglien thought he had another with about a minute and a half left in the period. But Lack caught a piece of it as the big winger swept past.
The Jets started well in the second, but turned over the puck in front of their own net and Kesler was right there to backhand his 19th of the season past Pavelec at 4:48.
The tie didn't last long. Frolik put the Jets back in the lead when he snapped in Ladd's behind-the-net pass at 6:41 and that was it for the second. Winnipeg kept its edge on shots at 13-10.
But the Canucks tied it up again in the third when Garrison blasted one from the point and Pavelec went down as the puck went high.
Setoguchi's second of the game at 17:04 put the Jets back in the lead and the Canucks took a high-sticking penalty at the same time, their second of the period, to keep them from making another comeback.
It was Vancouver's first visit to the new Jets at the MTS Centre. The last time they played the Jets in Manitoba was in 1996, the final season for the original Jets before they relocated to Phoenix and became the Coyotes. With Vancouver's visit, every team in the NHL has now played in Winnipeg.
Copyright by STATS LLC and The Associated Press
WINNIPEG, MB - JANUARY 31: Goaltender Roberto Luongo #1 of the Vancouver Canucks deflects the puck away from the...