Paul Stastny and Joel Armia also scored for Winnipeg, which snapped a three-game skid.
Brandon Saad and Patrick Sharp scored for the Blackhawks. Chicago has allowed six-plus goals nine times this season.
Winnipeg goaltender Connor Hellebuyck made 25 saves to improve to 36-11-9.
Blackhawks goaltender Anton Forsberg allowed three goals on six shots before he was pulled in the first 10 minutes. Replacement Jean-Francois Berube stopped 30 of 32 shots.
Chicago started the scoring only 11 seconds after the opening faceoff. Saad carried the puck down the right side and fired a pinpoint wrist shot over Hellebuyck's glove for his 16th goal.
Winnipeg quickly stormed back with three goals in less than 10 minutes.
Stastny evened the score at 1 at 3:43 of the first period. His one-timer from the right side of the crease gave him 15 goals on the season and three goals in eight games since the Jets acquired him from the St. Louis Blues on Feb. 26.
Armia put Winnipeg on top 2-1 less than two minutes later with his 12th goal. He tipped in a shot by Jacob Trouba.
The Jets made it 3-1 on a hard-fought goal by Roslovic at 9:26 of the first period. He outmuscled Blackhawks center Artem Anisimov for a loose puck and fired a sharp-angle wrist shot for his fourth goal.
Blackhawks coach Joel Quenneville yanked Forsberg and put in Berube, but that did little to stop the onslaught.
A snap shot by Little increased Winnipeg's lead to 4-1 with 2:24 remaining in the first period. The 30-year-old moved within two goals of reaching 200 for his career.
Little flipped a saucer pass to Connor for another score with 1:40 to go in the first period. Berube had no chance to recover as he turned to his right and tried to dive across the crease.
Chicago cut the deficit to 5-2 on Sharp's ninth goal with 4:24 remaining in the second period.
Connor finished the scoring with an empty-net goal in the final minute.
--Field Level Media
Chicago | Winnipeg | |
Brandon Saad 1 | Points | Kyle Connor 2 |
Brandon Saad 1 | Goals | Kyle Connor 2 |
John Hayden 1 | Assists | Jacob Trouba 2 |
N/A | Power Play Goals | N/A |
N/A | Short Handed Goals | N/A |
J-F Berube .938 | Save Percentage | Connor Hellebuyck .926 |
J-F Berube 30 | Saves | Connor Hellebuyck 25 |
Team | Shots | Goals | Power Play | Penalty Kill | Penalty Mins | Face Offs Won |
Chicago | 27 | 2 | 0-3 | 4-4 | 8 | 29 |
Winnipeg | 39 | 6 | 0-4 | 3-3 | 6 | 32 |