The Warriors jumped out to a 2-0 lead in the first on goals from Justin Almeida and Brecon Wood.
Regina got one back in the second off the stick of Nikita Sedov, his first of the preseason, and it was a 2-1 game after two periods.
In the third, Moose Jaw scored twice, 17 seconds apart to extend the lead to 4-1. The Pats drew to within two with a a goal from Nick Henry with seven seconds left and the game ended in a 4-2 final.
Nikita Sedov led the offence with a goal and assist while Max Paddock made 28 saves. Regina went oh for one on the powerplay and the penalty kill was three for three.
The Pats will continue the pre-season on Friday in Brandon against the Wheat Kings at 6:30 Regina time. Next home pre-season game is Saturday against the Wheat Kings at 7 p.m. at the Brandt Centre.