He'll try for his 14th win in 19 starts at Madison Square Garden when the Rangers and Pittsburgh Penguins meet for the sixth time this season.
The Rangers are 3-0-1 against the Penguins since losing 3-2 in the first meeting between the teams this season, and Lundqvist is 2-0-1 with a 2.30 goals-against average over that span.
The 23-year-old rookie is 13-3-2 with a league-best 1.59 GAA and .944 save percentage at home, where New York is 15-6-4. Pittsburgh, meanwhile, is tied with St. Louis for the worst road record in the league at 5-15-5.
The Rangers are 1-1 on their five-game homestand, beating rival New Jersey 3-1 last Sunday before losing 2-1 to Buffalo on Tuesday.
Jaromir Jagr reached the 30-goal mark for the 14th straight season and Lundqvist had 24 saves, but New York was stymied by Sabres goalie Ryan Miller.
Lundqvist, who has allowed two goals or less in four straight starts, gave up a power-play goal to Thomas Vanek in the first period and the game-winner to Ales Kotalik early in the third.
"I didn't see the puck at all," Lundqvist said of Vanek's goal. "It just hit me, I was looking for it and I almost got it, but it hit my glove and went in. I think that they were good on the power play, they got a lot of traffic in front of me. It was hard to see pucks and I really had to work hard to see shots."
Jagr, the league's leading scorer with 72 points, spent his first 11 seasons with Pittsburgh and racked up 1,079 points in 806 games before being traded to Washington in July 2001.
He has eight goals and nine assists in 17 games against the Penguins in his career.
Pittsburgh snapped a 10-game skid with an 8-1 win over Washington on Wednesday, but returned to its losing ways with a 4-3 shootout defeat to the New York Islanders on Thursday.
John LeClair scored a short-handed goal with 27 seconds left in the third to send Thursday's game into overtime and Sebastien Caron had 28 saves, but New York goalie Wade Dubielewicz stopped all three shooters in the shootout.
The Penguins were outshot 14-3 in the first period and 31-16 for the game.
"As you learn to win, you learn sometimes when you're not on your best night to find ways to win or get points," Sidney Crosby said.
Crosby has three goals and two assists in five games against the Rangers this season.
TEAM LEADERS: Penguins - Crosby, 24 goals, 35 assists, 59 points and 76 PIM. Rangers - Jagr, 30 goals, 42 assists and 72 points; Darius Kasparaitis, 67 PIM.
SPECIAL TEAMS (through Jan. 26): Penguins - Power play: 17.7 percent (56 for 316), 14th in NHL. Penalty killing: 78.5 percent (266 for 339), 30th. Rangers - Power play: 15.8 percent (44 for 278), 23rd. Penalty killing: 84.7 percent (260 for 307), 8th.