WINNIPEG — Connor Hellebuyck wasn't too worried the Winnipeg Jets ended the pre-season on a losing note.

Kyle Palmieri and Sami Vatanen each had a goal and assist as the New Jersey Devils picked up their first exhibition win with a 5-3 victory over the Jets on Thursday.

"I think I feel really good out there," said Hellebuyck, who made 22 saves and finished the pre-season with a 2-1 record. "Granted, five goals (against), I'm not happy with that.

"I'm still building and I'm really excited because I'm going to get better and if I feel good now, it's only going to get better."

He transferred his view to his teammates, too.

"I thought we got better and that's the key to this," Hellebuyck said. "Now we've got a couple days where we can kind of come together as a group and really focus on continuing to build those details."

Mathieu Perreault, Kyle Connor and Skyler McKenzie scored for Winnipeg, which wrapped up exhibition play with a 4-3-0 record. Blake Wheeler and Mark Scheifele each had two assists.

The Jets opens the regular season Oct. 4 in St. Louis.

Andy Greene, Travis Zajac and Damon Severson also scored for the Devils. Marcus Johansson added a pair of assists and Keith Kinkaid made 21 saves.

The Devils (1-2-2) will head into their final pre-season game on a high note as they travel to Switzerland for a match against SC Bern on Monday. They open the regular season Oct. 6 in Sweden against the Edmonton Oilers as part of the NHL Global Series.

New Jersey head coach John Hynes didn't expect any major challenges for the trip, other than perhaps some food selections.

"Not to eat too much cheese over there," he quipped. "Not many (challenges) to be honest with you. We have a really good group, we're really excited for the trip. It's going to be excellent for our team, our players."

New Jersey held a 2-1 lead after the first period and outshot Winnipeg 12-9.

Perrault opened the scoring at 13:11, five seconds after a Winnipeg power play expired.

Greene and Palmieri netted their goals 50 seconds apart. The puck went off Palmieri's body, the post and then his body and into the net to make it 2-1 at 15:47.

A cross-ice pass by Taylor Hall set up Vatanen's goal at 1:21 of the second period, but then Scheifele sent a backhand pass to Connor for his one-timer that went by Kinkaid at 9:10 to squeeze New Jersey's lead to 3-2.

Wood scored 17 seconds into the third period off a rebound, but McKenzie redirected in a point shot from Joe Morrow to quickly return it to a one-goal New Jersey lead at 3:07.

Severson's one-timer from the high slot stretched the lead to 5-3 at 10:01.