NEW YORK -- Henrik Lundqvist made 39 saves and the New York Rangers won their third consecutive game, 3-1 against the Buffalo Sabres at Madison Square Garden on Sunday.
The Rangers (6-7-1) had three wins in their first 11 games before their current winning streak. Jimmy Vesey scored two goals, giving him five this season, and Neal Pionk scored his first. New York was 4-for-4 on the penalty kill, when Lundqvist made 14 of his saves.
"The PK really stepped up," Lundqvist said. "You could feel in the first period that they had a good power play, they were moving pucks so well side to side, creating chances, so we had to be on our toes. I think with each kill we got more and more confident."
[WATCH: All Sabres vs. Rangers highlights]
Carter Hutton made 19 saves and Conor Sheary scored for the Sabres (7-6-2), who lost one day after defeating the Ottawa Senators 9-2. Buffalo has one win in its past five games (1-2-2).
"[Lundqvist] played a really good game, but I think we've got to find a way to get one," Sabres center Jack Eichel said. "We had a couple chances on the power play. I feel like I had a few chances. I hit the post in the first and missed a few of my shots in the second. It's frustrating. I thought we played pretty well, but it's tough when you've got nothing to show for it."
The Rangers took a 2-0 lead in the first minute of the second period on goals 19 seconds apart by Pionk and Vesey. It was the fifth time in franchise history, and first since March 24, 1982, that the Rangers scored twice in the opening minute of a period in a regular-season game.
Video: BUF@NYR: Pionk, Vesey strike twice in 19 seconds
Pionk made it 1-0 when he scored at 41 seconds on a wrist shot through traffic from the left circle. Hutton said he didn't see Pionk's shot but thought it nicked Sabres defenseman Jake McCabe in front and slightly changed direction.
Vesey scored at 1:00 with a wrist shot from the right circle off a pass from Brett Howden, who helped Jesper Fast win a puck battle along the wall to set up the goal that made it 2-0.
"The second one I'd like to try to battle and find it and make a save, but the first one I don't think there's much I can do," Hutton said. "Henrik played really, really well tonight and the story of the night was we just couldn't find the back of the net."
Video: BUF@NYR: Lundqvist loses stick, makes great save
The Sabres finally beat Lundqvist at 6:07 of the third period, when Sheary scored his fifth of the season off his own rebound. But the Rangers locked it down from there, holding the Sabres to six shots on goal in the final 13:53. Vesey scored an empty-net goal at 18:09.
It was a significant change from their past three games, when they allowed game-tying or go-ahead goals in the final minute of each.
"I was curious to see how we were going to respond," Lundqvist said. "We've been talking about it, and sometimes you're going to have bad bounces. But at some point you've got to learn from your mistakes. I thought we played a really strong third period."
Video: BUF@NYR: Sheary capitalizes on turnover for goal
Howden was injured at 13:26 of the second when he went face-first into the end boards behind the Sabres' net and had his right leg buckle behind him. He was helped off the ice and did not return.
Rangers coach David Quinn said Howden has an upper-body injury and he was held out for precautionary reasons.
The Rangers also got a scare at 18:01 of the second when Lundqvist was hit in the head by Sabres defenseman Rasmus Dahlin as he carried the puck past the left post. Lundqvist, who had 30 saves by that point, stayed in the game.
"We'll see how it feels tomorrow," Lundqvist said.
Video: BUF@NYR: Lundqvist makes save, dives to keep puck out
They said it
"Give credit to Lundqvist, he played outstanding tonight. That's going to happen, but it's just important that in those situations when it's a tight hockey game you can't take a shift off, you can't let your guard down. They capitalized on some duplication and some soft coverage, so it's a good lesson to be learned, especially in a tight game." -- Sabres coach Phil Housley
"Sometimes the game is not very logical. I feel like we didn't play that great the first 30 minutes or so, but we were up 2-0 in the second. But I think we earned this type of game by now after playing a lot of good games and not getting the points. But then in the third I think we played our best period and we lose that period 1-0. Tonight, I felt like we made some really strong plays at the right time and it paid off." -- Rangers goalie Henrik Lundqvist
Need to know
Quinn said defenseman Adam McQuaid's lower-body injury will keep him out week-to-week instead of day-to-day, which was the initial timeframe. McQuaid has missed New York's past four games. … Quinn also said forward Ryan Spooner is dealing with a lower-body injury, which is why he was scratched.
Sabres: At the Montreal Canadiens on Thursday (7:30 p.m. ET; TSN2, RDS, MSG-B, NHL.TV)
Rangers: Host the Montreal Canadiens on Tuesday (7 p.m. ET; MSG, TSN2, RDS, NHL.TV)
Video: Vesey, Lundqvist lead Rangers to 3-1 win at home