"I don't know if I thought about it (throughout the game) or not. I don't know how that works," Fleury said. "He's been in my thoughts, for sure."
Andre Fleury died Nov. 27 at the age of 63.
WATCH: [All Blackhawks vs. Golden Knights highlights]
Fleury was the backup to Malcolm Subban the previous two games after he was away from the Golden Knights on personal leave for five straight.
"I wasn't shaking nervous, but I felt it a little bit," said Fleury, who had not played since Nov. 23, when he made 27 saves in a 4-2 loss to the Edmonton Oilers. "It's been a little while since I played, and I felt maybe the last couple of practices and warmups, I was thinking, 'Man, I should've stopped that one, or that one,' instead of just relaxing a bit. I think that's what happens when you miss a little while."
He lost the shutout when Dominik Kubalik scored on the power play with 27 seconds remaining to make it 5-1.
"That was what we were fighting for at the end," Vegas forward William Karlsson said. "Unfortunately, we couldn't stop it. I think we feel pretty bad, but we won at least."
Reilly Smith had a goal and an assist for the Golden Knights (16-12-5), who were coming off a 5-0 loss to the New York Rangers on Sunday but are 5-1-1 in their past seven games.