Colin Blackwell and Pavel Buchnevich scored, and Igor Shesterkin made 32 saves for the Rangers (4-7-3), who have not won in four games (0-3-1).
"For the majority of the game they outhit us, outskated us, outworked us, won more battles," New York forward Chris Kreider said. "They flat-out wanted it more. It's unacceptable."
Rangers center Mika Zibanejad said desperation was an issue, especially in the third period after they tied it 2-2 in the final minute of the second period.
New York coach David Quinn answered "yeah" when asked if he felt effort was a problem. Quinn said that issue will be addressed before, during and after practice Wednesday, and before the Ranger plays at the Philadelphia Flyers on Thursday.
"A lot of things that happened tonight, you wonder why," Quinn said. "We're in a situation where we haven't won an awful lot and we've got to understand the difference between winning and losing and what you need to do to do it. You would think we would generate some momentum getting that goal at the end of the second. It just didn't happen. A lot of things didn't happen tonight for us."
Sharangovich scored on a deflection of P.K. Subban's shot to give the Devils a 3-2 lead at 10:43 of the third period. Merkley made it 4-2 with a one-timer from the right circle at 14:09.
Mikhail Maltsev scored his first NHL goal into an empty net at 19:39 for the 5-2 final. It was his second NHL game.
"We really need to do battle through the tiredness," Kuokkanen said. "We had to be smart in the right spots and put the puck deep when we needed to, and we were lucky to get a couple of calls and that helped a lot."
The Rangers did not have a power play for the first time this season.
"That's probably a result of the things I said earlier, of waiting to skate, of losing battles, of not being physical," Kreider said. "There were some shifts where we were buzzing in the offensive zone a little bit … but obviously it's not enough. To go 60 minutes without drawing a power play means we're not doing the right things away from the puck to support each other, to put each other in positions to draw penalties."
Pavel Zacha scored the first of four goals in the second period to give the Devils a 1-0 lead at 7:37. He beat Shesterkin on the power play from the right circle. It was the first power-play goal the Rangers allowed in seven games, ending a 22-for-22 run on the penalty kill.