Thorburn scored his first short-handed goal with 8:51 left to lift the Jets over the Arizona Coyotes 3-2 on Saturday night.
Thorburn was only on the penalty kill because Andrew Ladd was in the box.
''Chris does the same things whether he plays 3 minutes or he plays 15 minutes,'' Jets coach Paul Maurice said. ''We'll take a 3-2 goal from anybody, but it's really great when you can get a heart-and-soul guy, subs in on the penalty kill because we've got a (penalty) killer in the box, and he scores a goal like that - all effort.''
Thorburn added that he was fortunate on the play that led to his third goal of the season.
''I got lucky with the defenseman falling down and myself having more time than I thought I would have and I was able to sneak one by him,'' Thorburn said. ''The adrenaline was rushing. It seemed loud and I just got caught up in the moment. I'm just proud of our team the way we battled. There were times where things weren't pretty.''
Winnipeg goaltender Ondrej Pavelec left the game after two periods due to a lower-body injury. He stopped 20 of the 22 shots before Michael Hutchinson earned the win in relief by stopping seven third-period shots.
''It was a competitive game. Couple of bounces here and there but it was a real tight game. They capitalized on their chance in the third and that was the difference in the game,'' Coyotes coach Dave Tippett said.
The Jets were 0 for 5 on the power play, and Arizona was 2 for 6. The Coyotes entered the game ranked 29th in the NHL in power-play efficiency.
Winnipeg's 14 penalty minutes made them the first NHL club to eclipse 300 penalty minutes this season. Maurice said he was ''thinking of taking up cigar smoking'' to combat the stress of his team's discipline issues.
Scheifele opened the scoring 6:50 into the first by wristing home his eighth of the year. It was the 22-year-old's third goal in his last two games. The Jets improved to 5-1-0 when scoring first this season.
Doan and Murphy tied the game later in the first. Doan joined Jaromir Jagr as the only players in NHL history to score goals at both the Winnipeg Arena and MTS Centre. Doan was a rookie with the Jets for their final season in Winnipeg before they relocated to Arizona in 1996-97. He has been with the same organization ever since.
''It's one of those things that as a player you never forget your first one, and it's obviously a special moment,'' Doan said. ''I'll never forget being here and scoring it here and everything that went along with it, playing for the organization here.''
Byfuglien tied the game 2-2 in the second on a quick give-and-go with rookie Andrew Copp before firing his sixth of the year under Lindback's blocker.
NOTES: The Jets complete their three-game homestand on Monday night against Colorado before heading out on a three-game trip through Washington, Minnesota and Colorado to finish November. ... Arizona returns home for three games against Anaheim, Calgary and Ottawa.