Ondrej Pavelec stopped 26 shots in the loss for the Jets, who have dropped four of their last six games.
Winnipeg was coming off the highest scoring game in close to 16 years, a 9-8 victory over the Philadelphia Flyers on Thursday.
The only goal of the game came in the second period with Tampa on the power play when Stamkos blasted a one-timer from the left point that saw the puck kick out to the right circle and Lecavalier wrist it home with 40 seconds left in the frame.
Roloson, who made 17 stops through the first two periods, made the shutout stand up with 11 saves in the final period.
Roloson has 29 shutouts in his career...Tampa won all six games in the series last season with Winnipeg when it was based in Atlanta...The Jets play in Florida on Halloween...Tampa plays in Carolina on Tuesday...Winnipeg went 0- for-2 on the power play while Tampa was 1-for-4.