NEW YORK -- Mika Zibanejad scored in the third period to help the New York Rangers rally to defeat the Vegas Golden Knights 6-4 at Madison Square Garden on Tuesday.
The Rangers, who trailed 4-2 after the second period, scored four goals in the third.
Zibanejad scored the game-winning goal on a power play with 5:49 remaining. He also had two assists.
"I think hopefully it's a step in the right direction here with the adversity we've been going through here with tough games," Zibanejad said. "I think we responded great in the third and hopefully we can build off that."
[WATCH: All Golden Knights vs. Rangers highlights]
Chris Kreider (5:31 into the third) and Pavel Buchnevich (9:26) also scored in the period to tie the game 4-4. Kreider's goal came with the Rangers on a four-minute power play after David Perron was assessed a double minor for tripping.
"We can't take many penalties to win on the road and I was guilty of that tonight," Perron said. "I kind of let the team down on that one but we have to keep finding ways to improve."
Henrik Lundqvist made 30 saves for New York (4-7-2) for his 408th NHL win, passing Glenn Hall for ninth place.
Video: VGK@NYR: Zuccarello finishes feed from Nash's skate
"We put ourselves in a tough spot but in the end, we found a way tonight," Lundqvist said. "Everybody worked really hard, especially in the third to try to make this happen."
Reilly Smith scored twice, and Jonathan Marchessault had two assists for Vegas (8-3-0). The expansion Golden Knights, who lost at the New York Islanders 6-3 on Monday, have lost two straight for the first time.
"We played a great two periods," Vegas coach Gerard Gallant said. "Until that [double minor in the third period], we were in control of the game and playing well. They scored a goal to make it 4-3, and the rest of the period, we looked like an expansion team."
Jimmy Vesey gave the Rangers a 1-0 lead at 2:45 of the first period, scoring on a pass from behind the net by David Desharnais. Former Rangers forward Oscar Lindberg tied the game 1-1 at 5:22.
Video: VGK@NYR: Smith backhands in second goal of the game
Smith gave the Golden Knights a 2-1 lead with 39 seconds remaining in the first period. Marchessault's shot was stopped by Lundqvist, but the rebound came right to Smith in front, and he put it into the open net.
Smith's second of the game at 7:06 of the second period gave Vegas a 3-2 lead less than six minutes after Mats Zuccarello tied it 2-2 at 1:29.
Perron scored for Vegas on a penalty shot, the first in Golden Knights history, at 18:59 of the second period to make it 4-2. He was awarded the shot after getting hooked on a breakaway.
Maxime Lagace, who began the season as the No. 4 goalie, made 32 saves for Vegas in his first NHL start. The Golden Knights are without goalies Marc-Andre Fleury (concussion), Malcolm Subban (lower body) and Oscar Dansk (lower body).
Video: VGK@NYR: Rangers hold moment of silence before anthem
Michael Grabner scored an empty-net goal with 1:14 remaining to make it 6-4.
"There are some pieces of our game that are real good, others are not Picassos," Rangers coach Alain Vigneault said. "We're trying to put it together, we're trying to work hard. We'll take the two points tonight and move on to Thursday (at the Tampa Bay Lightning)."
Goal of the game
Kreider's power-play goal with 14:29 left in the third period.
Video: VGK@NYR: Kreider taps in cross-ice dish for PPG
Save of the game
Lundqvist made back-to-back saves on Cody Eakin at 9:10 of the first period.
Video: VGK@NYR: Lundqvist makes a pair of marvelous saves
Highlight of the game
Buchnevich's game-tying goal at 9:26 of the third period on a pass from Zibanejad after a Vegas turnover.
Video: VGK@NYR: Buchnevich finishes nice setup for goal
They said it
"I'm taking the experience in and I'm having fun with all of that. I wish we won tonight but I'm going to be refocused for the next game. Then hopefully we are back in the winning card." -- Golden Knights goalie Maxime Lagace
"This is going to be a great win for us, obviously helps us feel good but we have to make sure we're coming to work tomorrow and making sure we are preparing for Thursday." -- Rangers defenseman Kevin Shattenkirk
Need to know
Lundqvist is 408-326-78 in his NHL career. Hall was 407-326 with 163 ties. ... Rangers defenseman Ryan McDonagh had a game-high four blocked shots. ... Dylan Ferguson, 19, was recalled on an emergency basis from Kamloops of the Western Hockey League and served as Lagace's backup. He is the fifth goalie Vegas has dressed this season. ... Defenseman Shea Theodore made his Golden Knights debut. He played 16:06.
Golden Knights: At the Boston Bruins on Thursday (7 p.m. ET; SN, SN 360, TVA Sports, NESN, ATTSN-RM, NHL.TV)
Rangers: At the Tampa Bay Lightning on Thursday (7:30 p.m. ET; SUN, MSG, NHL.TV)
Video: Rangers rally late to defeat Golden Knights, 6-4