The Penguins won their third straight, getting 18 saves from Marc-Andre Fleury.
Neal produced his 20th goal of the season to put the Penguins in front at 2-1. Jordan Staal and Pascal Dupuis then scored 40 seconds apart before the third period was 5 minutes old to put Pittsburgh in control.
The only Winnipeg goal came from Alex Burmistrov in the second period. The Jets completed a homestand during which they went 3-2-1.
Pittsburgh's four goals were surrendered by Ondrej Pavelec, who shut out Montreal Thursday.