Can you blame him?
He was pulled midway through the second period after giving up four goals on 19 shots at Bell Centre on Tuesday.
Why would Lundqvist want to talk about that, especially on the morning of Game 6 of the Eastern Conference Final against the Montreal Canadiens (8 p.m. ET; NBCSN, CBC, RDS), New York's second opportunity to clinch its first trip to the Stanley Cup Final since 1994?
The Rangers lead the best-of-7 series 3-2.
"All of you [the media] keep asking about the last game, but I don't think about the last game," Lundqvist said Thursday morning at Madison Square Garden. "I think about tonight."
Believe him. Lundqvist has done enough in the 2014 Stanley Cup Playoffs to prove that one bad game doesn't affect him.
He didn't get the loss in Game 5 because New York came back to tie the game after Cam Talbot replaced him, but Lundqvist is 5-2 with a .930 save percentage (13 goals on 188 shots) in games after a Rangers' loss this postseason.
He was pulled after the second period in Game 6 of the first round against the Philadelphia Flyers, but came back to win Game 7 with 26 saves in a 2-1 victory. Lundqvist lost three in a row to the Pittsburgh Penguins in the second round, but won Games 5, 6 and 7 by allowing three goals on 105 shots.
"I expect him to play like he always does," Rangers coach Alain Vigneault said. "He's a great goaltender. He strives when the pressure is on. He knows that [Game 6] is a big game."
But according to Rangers center Brad Richards, the stakes of the game at hand typically don't matter to Lundqvist because his preparation doesn't change.
"He might be a little more on edge right now, not in a bad way but just on that edge because he's so close to playing the game, but you see the same preparation in September for a preseason game as you do now," Richards told NHL.com. "That's what makes him who he is. I've never seen him stray from his routine. I've never seen him stray from how he prepares. He's human. He's going to have nights like the other night, when things don't go his way, but you're never going to see him give himself less of a chance by not preparing. It's always the same."
Part of Lundqvist's preparation, particularly on game days, is to basically be off in his own world, defenseman Anton Stralman said.
"He's very focused," Stralman added. "The whole day he's kind of in a delirium, he's somewhere else. That's just part of him. He takes every game as if it's his last. That's why he is so successful."
Lundqvist is approachable on game days, Stralman said, but like a pitcher working on a no-hitter, his teammates usually leave him alone.
"He's not mute just because it's the game day, but he's maybe not as vocal as he is on a normal day," Stralman said. "You can talk to him."
Only if he talks to you first.
"You try to stay away from him as much as possible," left wing Carl Hagelin said. "I let him do his own thing. If he wants to talk he'll talk, but otherwise you just let him do his own thing."
Lundqvist's own thing involves a series of steps as he works through his game-day routine. It's always the same, after a win or a loss, after a shutout or a game in which he was pulled.
The one thing that's not part of his routine is talking about the past. Game 5 is in the past, so not surprisingly it's not a topic Lundqvist has any interest in discussing.
"That's it, it's one game," Lundqvist said. "I go out and approach the game the same way I approach every game, and that's to help this team get a win. I wish it was easy to go out and play your best game every time, but you have to work for it. Sometimes things happen."
They usually don't happen twice in a row to Lundqvist. The Rangers need that to stay true Thursday night.
The Prince of Wales Trophy is theirs for the taking.
"He's got that winner's mentality. He's been a winner his whole life," Hagelin said. "He works so hard at everything he does and that's why he's going to have a great game [Thursday night]."