Patrik Laine and Joel Armia also scored for Winnipeg, which improved to 5-2 on home ice during the playoffs. Blake Wheeler tallied three assists for the Jets.

"It was huge," Wheeler said postgame of the home-ice atmosphere. "The last two games against Nashville here, we didn't get off to a good start. That was more of our team tonight to start the game. I thought we did a good job."

Brayden McNabb and William Karlsson scored in a losing effort for the Golden Knights. The expansion franchise lost for only the third time in 11 playoff games in its inaugural season.

Game 2 is set for Monday night in Winnipeg.

Jets goaltender Connor Hellebuyck stopped 19 of 21 shots in the win. On the opposite side of the rink, Vegas goaltender Marc-Andre Fleury allowed four goals on 26 shots.

"Nobody's panicking," Fleury said. "It's one game."

Winnipeg seized a 1-0 lead only 65 seconds after the opening faceoff. Scheifele slipped a drop pass to Byfuglien, who unloaded a one-timer from the high slot for his fifth goal of the playoffs. The quick strike beat Fleury on his stick side and seemed to demoralize some Vegas players who lowered their heads on the bench.

The Jets increased their advantage to 2-0 with a power-play goal at 6:49 of the first period. Wheeler flipped a cross-ice pass to Laine, who buried a one-timer for his fourth goal of the playoffs.

Less than a minute later, Winnipeg made it 3-0. Armia crashed toward the net and redirected a puck across the goal line for his second playoff goal. The play initially was called goaltender interference before being overruled after a video review.

Vegas netted its first goal with 11:50 to go in the first period. Jonathan Marchessault fed McNabb, who ripped a wrist shot from the left circle for his second goal of the postseason.

Winnipeg regained a three-goal lead on the power play midway through the second period. Scheifele deflected Byfuglien's wrist shot into the net for his team-leading 12th playoff goal in 13 games.

Karlsson scored on the man advantage with 4:05 remaining in the second period to pull Vegas within 4-2.

"They're a great team," Wheeler said of the Golden Knights. "They have so much speed, a lot of big-time players on that team. It's going to be a long, tough series. We've got our work cut out for us."

--Field Level Media