Earlier in the day, the Lightning announced head coach Guy Boucher's firing. Assistants Martin Raymond and Dan Lacroix shared the coaching for the game against the Jets.
Defencemen Dustin Byfuglien and Tobias Enstrom also scored for Winnipeg (17-14-2), while Blake Wheeler picked up two assists.
Steven Stamkos scored his league-leading 22nd goal of the season on the power play and rookie Cory Conacher also scored for the Lightning (13-18-1).
Winnipeg goalie Ondrej Pavelec made 23 saves, while Cedric Desjardins faced 24 shots for the Lightning.
The victory snapped the Jets' two-game losing skid — they were outscored 10-1 by Washington in those losses — and keeps them atop the NHL Southeast Division and the third seed in the Eastern Conference.
Tampa ends a three-game road trip without a win.
While the Lightning spent a lot of the first period in Winnipeg's end, it was the Jets who scored first when Little sent a wrist shot over Desjardins' glove at 14:02.
Tampa outshot the Jets 12-8 in the opening period.
Winnipeg made it 2-0 just 11 seconds after Lightning centre Tyler Johnson was called for tripping early in the second.
Byfuglien curled into the middle of the left faceoff circle and blasted a low shot that went between Desjardins' pads at 2:24. He has nine points in his last eight games.
Tampa quickly got its own power-play goal after Jets right-winger Chris Thorborn was sent off for kneeing Teddy Purcell.
Seven seconds later, Stamkos one timed a high shot past Pavelec at 6:20.
High-sticking penalties by Winnipeg's Zach Bogosian and Tampa's Martin St. Louis put the teams in a four-on-four situation.
Enstrom, in his first game back after missing 19 games with a shoulder injury, took a pass from Andrew Ladd directly in front of Desjardins and beat the goalie with a high shot to make it 3-1 at 9:35.
The Jets were missing defencemen Ron Hainsey (hand) and Mark Stuart (undisclosed).
Pavelec made a highlight reel save with about four minutes left in the period when three Lightning players came in alone on him and he whipped out his glove to catch a shot by Conacher.
Tampa had a 19-17 edge in shots on goal after the middle frame.
Another 4-on-4 situation set up the Lightning's second goal when Eric Brewer's shot from the point was deflected into the net by Conacher at 5:01 of the third.
Notes – The Jets are 12-1-0 when leading after the second period this season … Winnipeg captain Andrew Ladd's assist gave him eight points in his last eight games … It was the third of four games between the clubs this season, with Winnipeg taking a 2-1 lead in the series.