The Sabres, who once had trailed 2-0, forged a 2-2 tie 50 seconds into the final period on a Marcus Foligno goal.
Less than 2 minutes later, the Jets' Eric O'Dell was whistled for hooking and Buffalo took advantage of a power play when Ehrhoff launched a shot from the high slot that Moulson re-directed into the net.
Mark Scheifele scored twice for Winnipeg, which fell for the fourth time in five games.
Ondrej Pavelec stopped 27 shots.
Notable deaths of 2014 [PHOTOS]