That series-opening overtime win against the Pittsburgh Penguins less than a week ago is now a distant memory as the Rangers have dropped three straight since — including back-to-back losses at Madison Square Garden.
The Penguins can advance to the Eastern Conference finals as early as Friday night at home.
"It's a tough feeling, a disappointing feeling," Lundqvist said Wednesday night after the Rangers' 4-2 defeat. "Tonight is going to be a tough one, but tomorrow we just need to forget about it and go to Pittsburgh and look at it as just one game."
Brandon Sutter scored a short-handed goal to break a second-period tie, and the Penguins rode that momentum to victory. They are looking to reach the East finals for the second straight year and the fourth in seven seasons.
The Rangers recorded only 15 shots in a lacklustre performance after firing 35 at Marc-Andre Fleury in a 2-0 loss in Game 3. They fought the puck all night, and star forward Rick Nash wasn't immune to that.
Nash, who leads the NHL in shots during these playoffs, hasn't scored in New York's 11 games. He heard loud boos when he touched the puck in the third period.
"It's a tough situation," said Nash, who called this the most frustrating time of his career. "It doesn't matter what you do (in the regular season). Playoffs do. Obviously I struggled.
"It's a battle right now. It's ultra-frustrating."
The Penguins have won seven of nine at the Garden and are 12-4 there since Dan Bylsma became their coach. Overall, Pittsburgh is 19-5 against the Rangers in the playoffs and 9-2 in New York.
"This is one of the best places to come in and play," Bylsma said. "It's a great building and we seem to always have a rivalry with the Rangers, so we don't need that motivation for the playoffs."
The only negative for the Penguins was that Fleury allowed a goal for the first time in three games. Carl Hagelin's tying tally in the second period was the Rangers' first goal in 145 minutes, 30 seconds of playing time.
Lundqvist made 23 saves.
"This is not the ideal night for us," Rangers forward Brad Richards said. "The good thing is ... we're still in it. We win Game 1, we are on top of the world. You lose three in a row, and as quick as it went that way it can go right back.
"We want to try to bring it back here. Our goal is to keep pushing the series along. You never know what can happen."
The weary Rangers played for the sixth time in nine nights, and not even a full rest day on Tuesday or the return of forward Chris Kreider helped. Kreider played for the first time since breaking his left hand a month ago.
Jokinen, who has an eight-game points streak, made it 3-1 with a shot that struck the right leg of Rangers defenceman Marc Staal and bounded past Lundqvist.
Pittsburgh had regained the lead late in the second period by pouncing on New York's inept power play. Not only did the Rangers fail to score for the 36th consecutive advantage, they fell behind for the second time.
New York threw all the momentum back to the Penguins when Sutter scored with 1:33 left in the second. The Rangers turned over the puck shortly after a drop pass in the neutral zone. Brian Gibbons streaked in alone and had his shot stopped by Lundqvist, but the rebound sat in front and Sutter scored his fourth of the post-season.
"It was huge momentum for us going into the third," captain Sidney Crosby said. "The way we played in the third showed that we fed off that."
The Rangers broke out of their drought 4:30 into the second when Ryan McDonagh passed the puck from his end to Hagelin, who took off with a burst of speed, split the defence, and snapped in his third of the playoffs to tie it.
It was New York's first goal since Derick Brassard's overtime winner in Game 1.
Any early lift the Rangers got from the return of Kreider was lost when Malkin gave the Penguins a 1-0 lead.