Eichel gave the Golden Knights a 1-0 lead at 6:25 of the first period with a one-timer from the right circle that fluttered over Sorokin's blocker.
“There were some good things to like about our offensive-zone game,” Eichel said. "It was a good response by the group.”
Barzal tied it 1-1 at 11:13 when he banked a shot off Thompson from below the goal line.
Dorofeyev put the Golden Knights back in front 2-1 at 17:11 of the second period, tapping in a backdoor pass from Chandler Stephenson.
Roy extended the lead to 3-1 at 18:41 when he curled out into the left circle and scored through a screen by Keegan Kolesar. Lambert challenged the play for goalie interference, but the call stood after a video review.
“It was the right call for us to challenge that,” Lambert said.
Eichel made it 4-1 on the ensuing power play 31 seconds into the third period.
“The first three goals were all a mindset we had going into the game that we practiced yesterday about putting pucks behind and playing below the goal line,” Vegas coach Bruce Cassidy said. “Every one one of our goals, we were forcing a breakout and executed well and we got pucks back. … We stuck to our gameplan.”