The Winnipeg Jets outshot New York 46-22 but lost 4-1 to the Rangers Sunday night at Canada Life Centre.
Igor Shesterkin made 45 saves including 16 in the first period for the Rangers who have won three in a row.
Chris Kreider scored his 37th and 38th goals of the season. Austin Matthews of the Toronto Maple Leafs leads the NHL with 39.
Barclay Goodrow and former Jets defenseman Jacob Trouba also scored for the visitors.
Nikolahj Ehlers had Winnipeg's lone goal on the power play at 13:34 of the second period which cut New York's lead to 2-1. It was the 150th goal of Ehlers' career.
Connor Hellebuyck made 18 saves.
The Jets (24-22-10) wrap up their four-game homestand Tuesday against the Tampa Bay Lightning.