Joe Vitale scored in the first period for the Pens, but Alex Burmistrov's goal tied the game in the second period for Winnipeg.
Shortly after the third period began, though, Neal beat Ondrej Pavelec on a deft wrister. Jordan Staal picked up a power-play goal a few minutes later, and Pascal Dupuis added a fourth goal for the Pens a few seconds after that.
The Pens had more than twice the number of shots on goal as the Jets, and Marc-Andre Fleury only had to pick up 18 saves compared to Pavelec's 35.
The Penguins, now 20-11-4 and riding a three-game winning streak, will face the Carolina Hurricanes at home on Tuesday.
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