The NHL club's top pick in the 2014 draft (ninth overall) recorded the game-winner as the Jets defeated the Ottawa Senators 2-1 on Tuesday.
"I had no idea how to celebrate," Ehlers said of his second-period goal. "I was just standing there. I was happy to score. It was amazing."
Jim Slater got Winnipeg (2-3) on the scoreboard first when he beat Senators goalie Robin Lehner at 9:17 of the first period with his first pre-season goal.
Buddy Robinson also scored his first exhibition goal for Ottawa (2-3) against Ondrej Pavelec, who stopped 25 shots.
Lehner and fellow goalie Craig Anderson were supposed to evenly split duties in net, but Lehner suffered an injury and Anderson started the second period.
"As far as I know, he'll be fine," Ottawa head coach Paul MacLean said.
Lehner faced 13 shots and Anderson turned aside 10 shots.
Slater scored at 9:17 of the first period after he got the puck behind Ottawa's net and was barely slowed down after a check by Sens defenceman Alex Grant. Slater then curled around into the faceoff circle and fired the puck high past Lehner.
Ehlers' first pre-season goal came after a quick pass from Matt Halischuk, who sent the puck across the front of the net to Ehlers. He had a wide-open side to pop in the puck at 6:22 against Anderson.
The native of Denmark played last year for the Quebec Major Junior Hockey League's Halifax Mooseheads, where he scored 49 goals and added 55 assists in 63 games.
He was named the Canadian Hockey League's rookie of the year and is trying to impress the Jets' brass to have him stick around for a while.
"I've been taking a step every single game and that's what my goal was," the 18-year-old said. "That was what I wanted so I'm really happy with that so we'll see what happens."
Robinson scored with 5:18 left in the second period on a breakaway that started with a rebound off Anderson's pads.
Senators defenceman Aaron Johnson got the rebound and then sent a long pass up the ice to a rushing Robinson, who went in alone on Pavelec and beat him with a forehand deke.
The Jets sat veterans such as captain Andrew Ladd, Dustin Byfuglien and Bryan Little, but did run their expected top line of centre Mark Scheifele with Evander Kane and Blake Wheeler.
"I think we still have to figure each other out a bit, but for the most part I think we will be good," Scheifele said.
Scheifele was a target in the second period, first taking a big hit from Grant and then getting smashed from the side and onto the ice by forward Chris Neil, who was sent to the box for charging with 16 seconds left in the period.
"It's a contact game so it's just a matter of getting in the dirty areas and you're going to get hit once in a while when you're in those," Scheifele said.
Neil enjoyed the physical nature of the contest.
"This is what pre-season's about, getting your body immune to it," Neil said.
The bad feelings continued in the third period, when Neil and Jets winger Anthony Peluso threw some punches at each other.
MacLean said his players' competition level was good.
"We had an opportunity with a breakaway in the third period (by Zach Smith) and a power play at the end to get the game tied up, but we just couldn't make that last play."
Ottawa featured a young lineup including forwards Curtis Lazar and Mark Stone, who was playing in his hometown for the first time as a pro.
Veterans Bobby Ryan, Milan Michalek and David Legwand were among those left at home.
Winnipeg travels to Calgary for a Thursday game, while Ottawa hosts Montreal Friday.