The Winnipeg Jets say there's no reason to worry, but their odds are going down fast in the Western Conference First Round against the St. Louis Blues.

The Jets lost 4-3 in Game 2 at Bell MTS Place on Friday to fall behind 2-0 in the best-of-7 series. Game 3 is at St. Louis on Sunday (7:30 p.m. ET; CNBC, CBC, SN, TVAS2, FS-MW).

Teams that win the first two games of a best-of-7 Stanley Cup Playoff series have a series record of 318-50 (.864) and are 72-20 when they come on the road (.783).

How much concern do the Jets have going on the road down two games?

"Zero," captain Blake Wheeler said.

Wheeler, who scored his first goal of the playoffs at 12:01 of the first period, was asked what gives him hope.

"Every single guy," he said. "You've got to win four games to win a series. Never met any team that won two to win a series, so we're all right."

Wheeler's confidence will need to be backed up by better play throughout the lineup if Winnipeg is to end a couple of discouraging streaks.