The lone New York goal came from Ryan Callahan 1:11 into the second period and it tied the contest at 1-1.
Antti Miettinen then put Winnipeg in front for good with a tip-in that came with 5:08 to go in the middle stanza. It was his first goal of the season.
Andrew Ladd finally wrapped things up with an empty-net goal in the final 30 seconds.
Winnipeg won for the fourth time in five games and closed within a point of Carolina for the lead in the Southeast Division.
Winnipeg has won both games against the Rangers this season after going 0-4 against them last year.