But he's found out in the past week the Stanley Cup Final is in its own class.
"I think it's a mix of a little bit of everything being here," Lundqvist said Friday. "I told someone it feels like you're at All-Star Weekend because there's so much media that normally you don't see. There are a lot of people that come up and ask you different types of questions right now.
"But then at the same time you're really focused on what you need to do. So it's a mix of being in the Olympics, being at All-Star Weekend. But it's fun. It's a lot to take in, but it's also exciting to just see a different side. It's still the same game, but it's a lot going on."
There was a lot going on all around Lundqvist in Game 1 on Wednesday. The Los Angeles Kings peppered him with 43 shots and snuck three past him for a 3-2 overtime victory.
Lundqvist said he was content with how he played and was "in the right place mentally."
He said he expects the Kings to play a similarly heavy, grinding, in-your-face style in Game 2 on Saturday at Staples Center (7 p.m. ET; NBC, CBC, RDS), but it should help him that he's seen it once.
"They like to throw pucks from the outside, go for rebounds," Lundqvist said. "A lot of times you might not think there's a big chance, but a lot of times they create something from second and third chances, not necessarily from the first shot. It's important that you don't relax even though you feel like you have everything under control maybe in the first sequence. That's when they can surprise you a little bit.
"But as a goalie, it's a fun challenge, too, when they're putting the heat on you."
It's up to Lundqvist's teammates to take some of the heat off.
"We're ready for this challenge, [to] try to even this up," Lundqvist said.