Lindgren, recalled from Laval of the American Hockey League on Friday because Carey Price has a lower-body injury, made 38 saves for his first NHL shutout, a 2-0 win at the Chicago Blackhawks in his season debut Sunday.
The Canadiens seek their third straight win; they're 4-1-0 in their past five games following a 2-7-1 start this season.
The Golden Knights, who lost 4-3 in a shootout at the Toronto Maple Leafs on Monday, are 1-3-1 on a six-game road trip since winning eight of their first nine games.