Ladd also picked up an assist and defenceman Zach Bogosian had a pair of assists. Blake Wheeler scored once and picked up two assists for Winnipeg (22-19-2), which is on a season-high four-game winning streak.
Martin St. Louis, Pierre-Cedric Labrie and Steven Stamkos — with his 27th goal of the season — scored for Tampa (17-22-4).
Jets centre Mike Santorelli also beat Ben Bishop in the shootout, while no Tampa skaters got one by Ondrej Pavelec.
Winnipeg's 46 points puts it in a tie with the Rangers for eighth spot in the Eastern Conference after New York lost 4-2 to Philadelphia Tuesday. The Rangers have a game in hand over the Jets.
Winnipeg held a 3-1 lead heading into the third period, but Labrie scored after a scramble in front of the net following a Pavelec rebound at 5:19, while Stamkos came in at Pavelec and beat the goaltender on the stick side at 11:17.
The Jets outshot the Lightning 4-2 in overtime.
Pavelec made 24 saves and Ben Bishop stopped 32 shots for Tampa.
Winnipeg's used a four-day break — its longest of the season — to jump out to a fast start.
After Tampa defenceman Eric Brewer turned over the puck near centre ice, Wheeler carried it up the ice and made a drop pass to Ladd inside the blue-line.
Ladd skated toward Bishop and fired a low shot between his pads to take the lead 1-0 at 1:23.
A Winnipeg turnover tied the game 1-1 at 10:27.
Behind Winnipeg's net with the puck, Jets defenceman Ron Hainsey sent a backhand pass that missed his teammate and went right to St. Louis's stick in the left faceoff circle. A quick shot beat Pavelec.
A patient Wheeler put the Jets ahead 2-1 at 8:37 of the second period.
After getting a pass from Ladd to the left of the net, Wheeler skated slowly across the front of the net and then shot the puck back from a sharp angle over Bishop for his 16th goal of the season.
Winnipeg looked like it scored again about four minutes later on a long shot from defenceman Grant Clitsome, but the referee waved off the goal because Ladd was interfering with Bishop.
Ladd made up for it late in the period as the Jets had two seconds left on a power play when he beat a partially screened Bishop at 17:54 with a wrist shot.
Ladd is on a five-game points streak with four goals and five assists.
Winnipeg outshot the Lightning 24-15 after two periods, but the Lightning struck twice in the third to make it 3-3.
Notes — Jets have gone five games straight without allowing a power-play goal at home … During their four-game winning streak, Winnipeg has outscored its opponents 12-0 In the second period.