Holtby had also blanked Winnipeg on March 2. This was his fourth shutout of the season and his seventh in 42 appearances scattered over three seasons.
The Capitals scored twice in both the first and third periods while dealing the Jets their second loss in five games.
Troy Brouwer opened the scoring 3:06 into the contest and Marcus Johansson tipped in a shot with 3:38 to go in the first period.
Ondrej Pavelec gave up the four goals on 25 shots.
'SNL': 'Anchorman 2' cast, One Direction sing 'Afternoon Delight' [VIDEO]
Selena Gomez drops F-bomb, walks off stage during Jingle Ball performance