Lundqvist, whose last shutout was Nov. 19, 2017, against the Ottawa Senators, shut out Detroit for the fifth time in his career.
"It seems like there have been a lot of these games, including a few in this building," said Lundqvist, whose .941 save percentage against the Red Wings is the highest of any goalie with at least 10 games against them. "I really enjoy them, because every save is going to matter, and one goal might be enough to win the game."
WATCH: [All Rangers vs. Red Wings highlights]
The 37-year-old, who has 64 NHL shutouts, was playing for the first time since Jan. 11. He has been sharing time with Alexandar Georgiev and Igor Shesterkin.
"This has been a tough month," Lundqvist said. "For almost 14 years, I knew I was going to be out there playing, and now things are different."
Mika Zibanejad scored his 20th goal for New York (25-21-4), which swept a home-and-home against Detroit. The Rangers won 4-2 at Madison Square Garden on Friday.
"We won a 1-0 hockey game, and I'm not sure if anyone here thought we were capable of doing that," Rangers coach David Quinn said. "We were very sloppy in the first two periods, but [Lundqvist] was dialed in and excited.
"I liked our third period, we weren't anywhere near as dumb as we were in the first two."