Nikolaj Ehlers had a goal and two assists and Patrik Laine scored a goal into an empty net and added one assist. Jansen Harkins and Mason Appleton also scored, and Jack Roslovic and Mark Scheifele each had two assists.
Connor Hellebuyck stopped 31 shots for the Jets, who went 4-2-0 on a six-game homestand.
Dustin Brown scored twice and Martin Frk also had a goal for the Kings, who were coming off two straight wins. Anze Kopitar and Matt Roy each added two assists. Calvin Petersen finished with 28 saves.
Earlier on Tuesday, the Jets acquired defenseman Dylan DeMelo from Ottawa. He remained in Ottawa until Winnipeg begins a four-game road trip against the Senators on Thursday.
The Kings led 1-0 after the first period and Winnipeg scored three times in the second to take the lead.
Brown scored 35 seconds into the game off a rebound.
Harkins got his second goal of the season after Laine passed him the puck during a 2-on-1 and he beat Petersen with a low shot with 6:47 to go in the middle period to tie the score.
Appleton made it 2-1 with 2:55 left in the period when Roslovic dropped him a pass and he fired the puck between Petersen's pads.
Wheeler recorded his 19th goal of the season 88 seconds later on a 2-on-1 with Scheifele.
Los Angeles made it 3-2 at 1:21 of the third when Adrian Kempe shot the puck wide of the net, Frk picked it up behind Hellebuyck and wrapped around for the goal.
Ehlers also finished off a 2-on-1 with Scheifele to regain the two-goal lead at 5:49.
Brown made it 4-3 with 4:44 left in the third when he tipped in a point shot from Roy. Kopitar picked up his second assist, giving him six assists in a three-game point streak.
Laine scored into an empty net with 2:17 to go and Wheeler tipped in Neal Pionk's point shot to finish the scoring with 1:29 left.
Kings: Host Florida to start a five-game homestand on Thursday night.
Jets: At Ottawa to open a four-game trip on Thursday night.
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