Columbus (3-3-0) won back-to-back games and pulled to .500 with its eighth consecutive victory over the Stars (1-6-1). Joonis Korpisalo turned away 30 shots to net his third win.
Ben Bishop made 32 saves for Dallas, who have lost four straight.
Zach Werenski got the scoring started at 7:42 of the first, while Wennberg made it 2-0 at 15:01.
Miro Heiskanen cut the lead to 2-1, scoring his second goal of the year for the Stars on a delayed penalty.
Milano gave Columbus insurance at 9:07 of the third with a highlight-reel goal, skating between two defenders and shooting from between his legs to go top shelf over Bishop. Jakob Lilja recorded his first NHL point with the primary assist.
Joe Pavelski scored with 4.5 seconds remaining, but it was too little too late.
The Stars, who have been hindered by poor starts, came out strong, outshooting the Blue Jackets 17-11 in the first. Columbus had a 9-6 shot advantage through a scoreless second period and continued to dominate in the third.
Forward Corey Perry returned to the Stars after recovering from a broken foot. … Werenski’s 40 career goals put him one away from tying Rostislav Klesla for the all-time Columbus record among defensemen. … Longtime Blue Jackets announce Bill Davidge took a break from his Florida retirement to watch his old club, this time from the stands.
Blue Jackets: visit Chicago on Friday.
Wings: visit Pittsburgh on Friday.