Tyson Wouters scored with 6:57 remaining in the third period and Alec Saratzky added an empty-netter with 13 seconds left as the Blazers picked up a 4-2 victory.
Davis Fry got the Warriors on the board 7:58 into the game, but the lead would last barely a minute before Wouters would score his first of the game to send things into the break tied 1-1.
Nolan Sparks then scored the only goal of the second period with 3:56 gone to put the Blazers up 2-1, but Parker Jasper would get that back just over five minutes into the third, setting up the late-game dramatics.
Dylan Ernst made 21 saves in the Warriors goal, Zane Winter made 33 stops for Saskatoon.
Neither team managed a power play goal, with the Warriors going scoreless on three attempts and the Blazers going 0-for-3.
Next action for Moose Jaw will be Saturday, Oct. 5 when they rematch the Blazers. (1:30 p.m., Mosaic Place).
