The team hasn't won a game yet against the Anaheim Ducks and will end their season tonight if they don't win.
Bryce Campbell is from Winnipeg and travelled from California to see his beloved Jets on home ice.
He says the atmosphere in California is nothing like as intense and animated as it is in Winnipeg.
Even if the Jets lose tonight, Campbell says they have a lot to be proud of.
Prime Minister Stephen Harper is expected to join fans at the MTS Centre for game four tonight.
Only a handful of teams have managed to come back from a three-game deficit to stay in the playoffs but Winnipeg fans are still hopeful their team can beat the odds.
"I want them to win so badly tonight," said Gabriel Langlois, better known as Dancing Gabe, an energetic fixture at Winnipeg sporting events.
"I want them to win just one game, just put up a good fight."