Marc-Andre Fleury made 24 saves for Vegas (32-22-8), which has won four straight and leads the Pacific Division by one point over the Edmonton Oilers.
"They're a skilled group. No surprise, 11 games in a row. We don't worry about that. We just worry about our game," Golden Knights forward Max Pacioretty said. "[We're] trying to build on our game every day in practice and I think we did a good job of that."
Alec Martinez had a goal and an assist in his Golden Knights debut. The defenseman was acquired in a trade with the Los Angeles Kings on Wednesday for a second-round pick in the 2020 and 2021 NHL Draft. Martinez was a plus-3 in 20:10 and led Vegas with four blocked shots.
"Definitely felt a lot more comfortable as the game went on," Martinez said. "Personally, I wasn't as sharp as I'd like to be. I think I might have to cut myself some slack."
Vegas, 7-2-1 in its past 10 games, is 8-3-2 since Peter DeBoer was named coach on Jan. 15.
"I think our group is starting to believe in each other and starting to gain some confidence," DeBoer said.
Mark Stone scored on a 2-on-1 to give the Golden Knights a 3-2 lead at 16:39 of the second period. Martinez had an assist for his 200th NHL point.
"We didn't manage the puck, and to give them a breakaway to a pretty darned good player, that's the stuff we hadn't been doing in the run we're on," Tampa Bay coach Jon Cooper said. "And obviously the first minute of the third was the backbreaker for us."
Vegas scored twice in the opening 47 seconds of the third period. Ryan Reaves scored 10 seconds in for a 4-2 lead, and Pacioretty scored on the power play 37 seconds later to make it 5-2.
"The start of the third is not the way we wanted," Stamkos said. "That was a tough one."