Vladislav Namestnikov, Morgan Barron and Tanner Pearson also scored for Winnipeg (3-1-0). Kyle Connor had two assists, and Connor Hellebuyck made 15 saves.
The Jets have won three straight games since a 5-4 loss to the Dallas Stars in their season opener.
"We've played better," Scheifele said. "Obviously, the first game we didn't play our game, but we've definitely played better. It's encouraging. It's still early in the season, so we still have a lot of things to fix and a lot of new faces still trying to figure out it all. So, we've just got to keep getting better."
Owen Tippett and Matvei Michkov scored for Philadelphia (1-2-1). Samuel Ersson made 10 saves.
"It just comes down to execution," Tippett said. "I don't think they did anything special. Just comes down to execution, and they buried on their chances and we didn't."
Scheifele matched Wheeler with his second goal of the game, which gave the Jets a 4-1 lead at 9:40 of the third period. With the Jets on a power play, Connor made a seam pass to Scheifele, who was open for a one-timer from the left face-off circle.
The 32-year-old forward was selected by the Jets in the first round (No. 7) of the 2011 NHL Draft, the first player selected by the franchise after it relocated from Atlanta.
"I think we all know what he means to this franchise, being one of the first picks coming back here, leading us through the playoffs," Connor said. "Every kind of run we've had, he's been the guy. He's a leader of this team, in the community, and obviously he's a big part of this team going forward."