The quarterback was connecting with his tight ends again before the end of the first quarter, picking out rookie Jace Amaro at the back of the endzone.
Pittsburgh did get the ball back just before the break, and Shaun Suisham kicked it through the uprights to get the AFC North side on the board.
The Steelers were tidier after the break, but they were unable to prevent the Jets from extending their lead through another Folk field goal.
Suisham come have added some more points for Pittsburgh, but the normally accurate kicker pulled his field goal wide from less than 40 yards.
The Steelers kicker did manage to split the uprights again later in the game, while Roethlisberger found Martavis Bryant late on to leave the visitors just a touchdown behind.
Pittsburgh tried an onside kick to give themselves a shot at tying the game and forcing overtime, but they could not recover the ball.
The result leaves the Jets at the bottom of the division with a 2-8 record, while the Steelers slip to third in the AFC North.