Shea Theodore and Mark Stone scored, and Robin Lehner made 20 saves for Vegas, the No. 1 seed.
"Obviously, it's frustrating, but we're not going to throw ourselves a pity party," Golden Knights forward Alex Tuch said. "We're not going to blame it on anyone. It's all 20 guys in our locker room that played tonight, and no matter how much we felt like we should have won that game, we didn't. And now we've got to move on to Game 4."
Tuch's wrist shot went in off Stone at 12:46 of the third to tie the game 2-2. Stars coach Rick Bowness challenged for goalie interference by Stone, but the goal was upheld after video review, and Dallas was penalized for delay of game.
"We're not in overtime without [Khudobin]," Bowness said. "That third, we shot ourselves in the foot (outshot 18-4). … [Khudobin] was fantastic tonight. ... He made some huge saves, especially on that penalty kill after we challenged. Give him a lot of credit for that win tonight."
Benn took a pass from Tyler Seguin and scored from the left circle at 7:35 of the third to give the Stars a 2-1 lead.