It was Comrie’s second shutout of the season and fourth in the NHL.
Mark Scheifele, Adam Lowry, Colin Miller, and Cole Perfetti scored, and Nino Niederreiter had two assists for the Jets (52-20-4), who tied their season franchise wins record, first set in 2017-18 and matched in 2023-24.
Winnipeg maintained its four-point lead over the Dallas Stars atop the Central Division. The Stars won 5-1 against the Nashville Predators on Thursday.
Jets forward Nikolaj Ehlers did not play the final 12:56 after taking a puck to the right leg.
Adin Hill made 16 saves before being relieved by Akira Schmid in the third period for the Golden Knights (45-22-8), who have lost back-to-back games. Schmid made two saves in relief.
Vegas is first in the Pacific Division but saw its lead drop to three points after the Los Angeles Kings’ 4-2 victory against the Utah Hockey Club on Thursday.
Scheifele one-timed an Alex Iafallo cross-ice pass into the open next at 13:01 of the first period to give the Jets a 1-0 lead.
Lowry made it 2-0 at 18:15 after Brayden McNabb blocked a Logan Stanley shot, which deflected off Niederreiter and onto Lowry’s stick.
Miller scored a one-timer on the power play at 11:53 of the second period to push it to 3-0.
Perfetti scored an empty-net goal 19:08 for the 4-0 final.