"They're just such a hardworking team," said Lindgren, who made 16 saves in the third period after facing two shots in the first. "We knew they were going to come and they definitely did. They threw everything at the net in the last few minutes there, so I thought our defensemen and forwards did a great job tonight, too. They really helped me out and it was great to get the two points."
Pierre-Edouard Bellemare scored and Lagace made 25 saves in his fifth straight start for Vegas (9-5-1), which lost 4-3 in a shootout at the Toronto Maple Leafs on Monday.
"We didn't want to quit," Golden Knights coach Gerard Gallant said. "We didn't look good early, it was down 3-1, and then Max made some big saves to keep it close and we battled back and almost found a way to get a point again tonight. So they keep working hard and that's what we have to do."
The Golden Knights finished a 1-4-1 road trip after winning eight of their first nine games (8-1-0).
Canadiens center Jonathan Drouin left after the second period because of an upper-body injury. He did not return.
"He'll be evaluated, and as soon as we get more, we'll share that with you," Montreal coach Claude Julien said.
