Travis Brown, Justin Kirsch and Braydon Point scored for the Warriors (9-11-7) while Brandon Magee, Alex Gogolev and Tim Traber answered for the Royals (13-13-0).
Kirsch also scored in the shootout for Moose Jaw. Logan Nelson had a shootout goal for Victoria.
The Royals opened the scoring seven minutes into the first period when Magee kept the puck on a 3-on-1 and picked a spot over the shoulder of Moose Jaw goalie Daniel Wapple.
Victoria made it 2-0 early in the second period on the power play. Gogolev one-timed a crisp passing play from Jamie Crooks, slapping the puck high behind Wapple. The goal extended Gogolev's point streak to 10 games, the second longest active point streak in the WHL.
Moose Jaw got on the board with nine minutes left in the game, defenceman Brown converting a cross-ice pass and one-timing it high behind Royals goalie Patrik Polivka.
Royals forward Traber slid one low blocker side on Wapple to make it 3-1. Kirsch made the game 3-2 through a screen with just under four minutes left and Point added another, blasting it from the face off circle to tie the game with just over a minute left.
Overtime solved nothing and the game went to a shootout. Messier ended the game in the fourth round, roofing one on the backhand.
Royals defenceman Tyler Stahl, fresh back from a two-game suspension, was a force in the game and delivered a number of bone-crushing checks. Polivka was also strong for the Royals, making 34 saves on the night.
Meanwhile, Warriors rearguard Morgan Rielly, the fifth overall NHL pick in the 2012 draft for the Toronto Maple Leafs, looked impressive in the game, registering two assists.