Brett Howden and Filip Chytil scored for the Rangers (31-35-13). Lundqvist made 37 saves, failing in his fifth straight start to win his 450th NHL game. The Rangers have three games remaining.
"I don't know if I'll play again; I can't win a game," Lundqvist said. "If I get a start I'll try to make the most of it. You always find a reason to come to the rink and work as hard as you can. We've got to try to do that."
Chytil scored on a power play off a rebound at the right post for a 2-2 tie 16:36 into the second period. It was his first goal in 23 games.
The Rangers pulled to within 2-1 when Howden scored from the right circle off a 3-on-1 at 18:40 of the first period.
"There were a lot of good things tonight but, unfortunately, I thought we ran out of gas in the third period," Rangers coach David Quinn said. "Give them a lot of credit. I thought they played with a lot of energy all night long. [Lundqvist] gave us a chance in the third to find our way and take advantage of an opportunity, but it just wasn't to be."