WINNIPEG — Mark Scheifele and his Winnipeg Jets teammates didn't let a two-goal deficit get them down Monday.

Defenceman Jacob Trouba scored his first goal of the season at 2:54 of overtime, and Scheifele finished with two goals and two assists as Winnipeg beat the St. Louis Blues 5-4 after trailing 3-1 to start the third period.

"That third period, we pretty much said, 'Screw it. Let's have fun and battle and work for each other here,'" Scheifele said. "It turned out. It worked for us.

"It just shows that any game is in reach if you play the right way. That third period, we played Winnipeg Jets hockey. We were on the puck, we were working hard. We were battling for each other. That's how you win games in this league."

When the Jets came out of the dressing room, they evened it up with a goal by defenceman Ben Chiarot at 1:00 and Scheifele's second goal of the game at 3:57.

David Perron quickly regained the lead for the Blues 74 seconds later, but veteran Winnipeg centre Bryan Little flipped in a rebound with 1:40 remaining in regulation.

Trouba notched the winner when he took a pass from Kyle Connor and got in close to shoot into an open side of the net behind goalie Jake Allen.

Connor Hellebuyck made 30 saves for Winnipeg (6-2-1), which has won three in a row and has points in five straight games (4-0-1).

It's the third time this season St. Louis (2-3-3) has lost in overtime.

"I think we're scared to lose games right now," said Allen, who stopped 31 shots. "We're behind in the standings, we know that. We know that each point's crucial and we're playing in the third period like we're scared to lose a game.

"If you lose, you lose, but we've got to go down swinging. I think we're just giving teams opportunities, and with a team as good as Winnipeg if we give them chances they're going to bury them. This loss is on us."

Ryan O'Reilly scored once and added a pair of the assists for St. Louis. Vince Dunn contributed a goal and assist. Colton Parayko also had a goal and Perron added an assist.

The Blues led 2-1 after the first period.

O'Reilly beat Hellebuyck 47 seconds into the first period and Parayko made it 2-0 at 10:57 with a shot that may have ticked off a Jets defender.

Winnipeg was outshot 11-2 in the opening 11 minutes, similar to the start of what ended up being a victory over Arizona Saturday.

Scheifele made it 2-1 with an unassisted power-play goal at 12:07 when his shot from behind the net bounced in off Jay Bouwmeester's skate. Winnipeg has scored at least one power-play goal in five consecutive games.

St. Louis outshot Winnipeg 18-6 in the first period and boosted that to 25-16 after two.

"Whatever was said or done, we keep it between us," Jets captain Blake Wheeler said of the second intermission. "I think it's just about trying to find a way to unshackle our group. It just seems like we're carrying a lot of weight, carrying a lot of expectation and it's inhibiting us from kind of playing our game.

"So I thought in the third, there was a little bit more freedom in terms of how guys were moving and it just seemed like guys were breathing a little bit and playing the game."

The Jets wrap up their homestand Wednesday against Toronto. The Blues return home for a season-high seven consecutive games starting Thursday.

"I thought we had a solid two good periods," Blues forward Pat Maroon said. "I thought we were all over them. They had six shots on net after the first. I mean, we had everything going for us, all the momentum and then something happened.

"I don't know what stopped, but we let it fall behind. But we can't really focus on that. We've got to focus on what we have to do for Thursday. We've got to find ways to nip this in the butt and get back to work."