Andersson gave the Flames a 3-1 lead at 5:12 of the third with a slap shot from the top of the right circle. It was his second NHL goal and first since Dec. 12.
"It's tough, because I think it was a good game," Lehner said. "I think it could have easily been 2-1, 3-1 us in the second period. We had a couple of open nets, but it didn't go in, and we played hard together.
"I think it was a tight game; it could have gone either way. Especially here at home, it usually goes our way. Of course, it [stinks]. For me, it felt like I played a really, really good game, and then I let in a [bad] goal. That goal, it doesn't happen often and it kind of took the power out of our team a little bit. I take responsibility for that."
Calgary failed to capitalize on a 5-on-3 man-advantage that lasted 1:31 after Islanders forward Matt Martin was whistled for interference at 18:09 of the second period and Clutterbuck took a delay of game penalty at 18:39.
New York was 0-for-4 on the power play.
"I think our guys came in and got refocused after the [second period] in a 1-1 game on the road," Peters said. "I liked a lot of things we did 5-on-5. At the end of the day, we found a way."