Connor Hellebuyck made 31 saves and the Jets overcame Stamkos' 400th goal to beat the Lightning 4-3 Saturday night.
The 29-year-old Stamkos is the ninth active player and 98th overall to reach the milestone.
"It's still pretty surreal," Stamkos said. "You never envision scoring that many goals in the NHL and hopefully a lot more still to come. Would have been nicer in a win."
Perreault opened the scoring 1:59 into the game, tipping a long-range shot from the left point by Josh Morrissey. Tampa Bay answered with 48.6 seconds left when Hedman pounced on a loose puck in the crease.
The Jets struck twice in the span of 21 seconds in the second period, thanks to some help from Lightning coach Jon Cooper.
After Roslovic put Winnipeg in front 2-1 with his fourth of the season at the 7:18 mark, Cooper issued a challenge believing the puck was knocked down by Ehlers with a high stick 18 seconds before the goal that would have resulted in a stoppage of play. The play was reviewed and the goal stood, which resulted in a delay of game penalty on Tampa Bay.
"We wouldn't challenge that unless we were 100% sure it was a high stick," Lightning head coach Jon Cooper said. "Apparently you have to be 110% sure."
On the ensuing power play, Ehlers found space at the bottom of the right circle and snapped a wrist shot to the short side over Vasilevskiy's glove at 7:39. Tampa Bay had successfully killed off 17 consecutive power plays prior to the goal.
Stamkos pulled the Lightning within a goal on a one-timer with 2:16 left in the third period. He became the second fastest active player to reach the mark in his 763rd career game. Only Alex Ovechkin did it faster in 634 games.
"He's still, in a lot of ways, a young man at 400 (goals)," Winnipeg coach Paul Maurice said. "It's not just bull power, he's got accuracy to it. He is like the right-handed (Sidney) Crosby in terms of what he'll do with to his hands and his body to dig that shot off the ice."
Connor added an empty-net goal with 1:28 left before Cirelli scored with 21.9 seconds remaining.
"I thought we were on them, we didn't give them any easy ice," Winnipeg captain Blake Wheeler said. "That's a team where you give the time and space and they're going to make you pay for it. We did a great job of gapping tight on them, eliminating some of the plays they make up the ice and kind of think we had them on their heels most of the night."
Winnipeg C Bryan Little missed his fifth consecutive game since being struck by a puck near his ear during a game on Nov. 6, his seventh game back since missing the start of the season with a concussion. ... Tampa Bay has allowed the opening goal 11 times in 17 games. ... Lightning D Braydon Coburn was a healthy scratch for the fourth consecutive game. ... Steven Stamkos has points five consecutive games. ... Ehlers has seven goals in nine career games against Tampa Bay.
Lightning: At St. Louis on Tuesday night.
Jets: At Nashville on Tuesday night.
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