The Vegas Golden Knights grabbed a 2-1 series lead over the Winnipeg Jets with a 4-2 victory in Game 3 of the Western Conference Final on Wednesday night.

Vegas got off to a fast start and managed to hold off Winnipeg the rest of the night, thanks to brilliant netminding by Marc-Andre Fleury.

Vegas—who entered the game 33-10-3 at T-Mobile Arena this season—got on the board just 35 seconds into the game. After the Knights forced a turnover in the middle of the ice, Jonathan Marchessault won the race to the puck and got behind the Jets defense. One slick deke later, the home team was already up a goal.

It was Marchessault's seventh goal of the playoffs. It was a good sign for the Golden Knights, as they entered the game 7-1 when scoring first this postseason.

After getting beat early, Winnipeg goalie Connor Hellebuyck would settle in. While his team managed just three shots on goal during the opening period, he turned aside nine shots after surrendering an early goal.

Vegas controlled the opening 20 minutes, but with Hellebuyck getting better as the period went on, it was just a one-goal game heading into the intermission.

The Golden Knights had an opportunity to once again strike early in a period after carrying a power play into the second, but Hellebuyck came up big on a fast break in the opening minute.

Winnipeg turned up the pressure on Fleury after the intermission, peppering the net with shots. Eventually, it managed to even the score when Jets captain Blake Wheeler sent the puck toward the net from the boards along the goal line. Mark Scheifele managed to get a stick (and a leg) on the puck to beat Fleury, who had just inched away from the post.

The celebration for Winnipeg would not last long, though. Twelve seconds later, Hellebuyck was caught out of the net:

Minutes later, the Golden Knights extended the lead:

Winnipeg nearly chipped into the lead late in the period. Patrik Laine got a shot past Fleury on the power play, but the puck pinged off the post:

The game got chippy as the second period went on, with scrums breaking out in front of Fleury on multiple occasions. Neither team has ever been on the doorstep of the Stanley Cup Final, but there was plenty of playoff intensity in this pivotal Game 3 showdown.

There was no quit in the Jets, though. They came out of the locker room ready to play in the third and cut the deficit in half just 18 seconds into the period. Once again, it was Scheifele.

Scheifele amazingly has 11 goals in seven road contests this postseason compared to "just" three in eight home games. Those 11 road goals are an NHL record for a single postseason, according to the NHL:

He will have at least two more opportunities to add to his total.

In fact, he had a couple of good looks midway through the third, but Fleury showed why he has lifted the Cup three times:

Because it's worth another look and it's the @GatoradeCanada Cool Under Pressure Play of the Night.  #StanleyCup pic.twitter.com/cMGBKExLxH

— NHL (@NHL) May 17, 2018

Fleury finished the game with 33 saves, none more impressive than the pair during that sequence.

Ultimately, an empty-net goal by Marchessault with three seconds to play sealed the game. But as the final horn sounded, yet another scrum broke out, setting the stage for what should be a feisty Game 4.

With the help of home-ice advantage, Vegas held the lead nearly from start to finish. The score was tied for a grand total of 45 seconds. The Jets had plenty of chances in this one, but Fleury was up to the task. He wasn't tested early, but with the game on the line, the 14-year vet was more than ready.

Now, Winnipeg must find a way to rebound. After scoring four of the first five goals in the first 30 minutes of the series en route to a Game 1 victory, the Jets have since been outscored 8-3 over the last 10-plus periods. They can at least feel good about dominating the third period on Wednesday night—but they have still dropped the past two games, losing home-ice advantage as a result.

It's the first time all postseason the Jets have lost back-to-back games or been behind in a series.

The puck drops for Game 4 at 8 p.m. ET on Friday night in Las Vegas.