WINNIPEG, Manitoba (AP) The Winnipeg Jets didn't get down about a two-goal deficit Monday night.
"That third period, we pretty much said, 'Screw it. Let's have fun and battle and work for each other here,'" Scheifele said. "It turned out. It worked for us.
"It just shows that any game is in reach if you play the right way. That third period, we played Winnipeg Jets hockey. We were on the puck, we were working hard. We were battling for each other. That's how you win games in this league."
Hellebuyck made 30 saves for Winnipeg (6-2-1), which has points in five straight games (4-0-1).
Allen stopped 31 shots for the Blues (2-3-3), who finished a three-game trip (1-1-1) through Canada.
It's the third time this season St. Louis has lost in overtime.
"I think we're scared to lose games right now," Allen said. "We're behind in the standings, we know that. We know that each point's crucial and we're playing in the third period like we're scared to lose a game.
"If you lose, you lose, but we've got to go down swinging. I think we're just giving teams opportunities, and with a team as good as Winnipeg if we give them chances they're going to bury them. This loss is on us."
O'Reilly scored 47 seconds into the game and Parayko made it 2-0 before Scheifele got one back 12:07 into the period on a power play. Dunn scored midway through the second on a power play to make it 3-1.
"I thought we had a solid two good periods," Blues forward Pat Maroon said. "I thought we were all over them. They had six shots on net after the first. I mean, we had everything going for us, all the momentum and then something happened.
"I don't know what stopped, but we let it fall behind. But we can't really focus on that. We've got to focus on what we have to do for Thursday. We've got to find ways to nip this in the butt and get back to work."
Blues: Begin a season-high seven-game homestand Thursday night against the Blue Jackets.
Jets: Wrap up a six-game homestand Wednesday night against the Maple Leafs.
More AP NHL: https://apnews.com/NHL and https://twitter.com/AP-Sports
Copyright 2018 by AP. Any commercial use or distribution without the express written consent of AP is strictly prohibited.