"Goalies usually get too much credit for the good and too much blame for the bad, that's how it goes," Holtby said.
"You could see in a game like this, it's not a shutout for myself, that's a shutout for the team."
Winnipeg goalie Ondrej Pavelec made 18 saves for the Jets, who had a three-game winning streak ended.
The last time the Jets went scoreless at home was Jan. 12, 2012, in a 2-0 loss to San Jose. The last time they were shut out was in a 3-0 loss in Montreal on Feb. 5, 2012.
Evander Kane says the Jets need to move on to the next game.
"We're going to have to put this one behind us," Kane said. "We've got (four) on the road here so we've got to be ready to go and be the road warriors again like we were last time."
The Jets (10-10-1) won four of five road games before coming home to beat New Jersey 3-1 on Thursday before being shut out for the first time this season by the Capitals.
Just 41 seconds into the game, the Jets had to kill a penalty when forward Bryan Little was called for holding.
The Capitals only got one shot on net with the man advantage, and it was their only shot during the first 10 minutes of the period.
Winnipeg ended up outshooting Washington 15-5 in the scoreless first.
Ribeiro said those stats are deceiving because several of them weren't quality chances.
"I could have probably stopped those ones from the side," Ribeiro said. "(They) weren't dangerous shots like they had at the start and we knew that.
"We just played simple. Our (defensemen) chipped the puck out most of the time and let the forwards race for it a lot of times. That's what we need on the road, just a simple game."
Washington scored first during a possession that looked as if it was going to cost Winnipeg more than a goal.
The play continued and Hendricks redirected a shot by Ribeiro that went over Pavelec's shoulder and into the net at 10:56 for Hendricks' fourth goal of the season.
Wheeler was still lying on the ice during the goal. He was helped off by teammates as he kept his weight off his right foot.
Despite looking like a bad injury, Wheeler was back on the ice a few shifts later and finished the game.
Jets coach Claude Noel said Wheeler "has probably a heavy-duty bone contusion" on the side of his leg.
Peluso, who got in the most punches on the helmetless Volpatti, is "week to week" with a hand injury, Noel said.
The Capitals turned the tables in shots on goal in the second period, outshooting Winnipeg 13-4. They kept the pressure going in the third and it paid off with goals 52 seconds apart.
Brouwer scored when his wrist shot went over Pavelec's glove at 3:24.
Ribeiro then flipped the rebound of an Alex Ovechkin shot over Pavelec's stick at 4:16 for the 3-0 lead.
Noel said he thought his team played hard and it would have helped if they'd scored on the power play.
Winnipeg is 1 for 32 on the power play in its past 12 games.
"The numbers aren't great and they haven't been great," Noel said.
"We've been winning in spite of it, and we knew that this could happen so we just know that it's got to come around."