Max Pacioretty scored for Vegas (29-19-4), which has lost two straight and three of its past four. Marc-Andre Fleury made 25 saves in his 782nd NHL game, tying Mike Vernon for 19th in League history.
"I thought we limited them, especially against their top lines, in the second half of the game pretty well," Golden Knights defenseman Nate Schmidt said. "It's just one of those things. It's tough. It's tough right before the [All-Star break] to lose like that."
Pacioretty scored for the third straight game to give the Golden Knights a 1-0 lead at 8:03 of the first period, converting off a backhand cross-crease pass from Alex Tuch.
"I really liked the way we played tonight," Golden Knights assistant coach Mike Kelly said. "I thought we played pretty well. It doesn't always guarantee a win, and that's the tough part of it, but there's a lot to be encouraged about heading into the break."