Andrei Vasilevskiy made 27 saves to tie a Lightning record with a 16-game personal point streak (14-0-2). Nikolai Khabibulin went 12-0 with four ties from Feb. 15 to April 2, 2003.
"I don't know him to be honest and never met him, but it's pretty cool especially when it helps our team to be high in the standings," Vasilevskiy said. "The record, that's good, but a better place in the standings, even better."
WATCH: [All Golden Knights vs. Lightning highlights]
Brayden Point had a goal and an assist and Nikita Kucherov had two assists for the Lightning (33-15-5), who have won four straight and are in second place in the Atlantic Division, five point behind the Boston Bruins.
Paul Stastny and William Carrier scored for Vegas (27-21-7), which is in third place in the Pacific Division. Marc-Andre Fleury made 14 saves on 17 shots.
"I liked our game," Golden Knights coach Peter DeBoer said. "It's a tough building to come into against a real good team. The only thing we didn't do well was capitalize on our opportunities.
"I thought we let them off the hook on some empty nets and outnumbered attacks. Some chances that would have put them in a hole, especially early in the game. You let a team like that off the hook … they can score, they don't need a lot of chances to do it and that's what happened."
Stamkos' game-winner came at 10:36 off of tip of a shot from Point that got past Fleury to make it 3-2. Alex Killorn added an empty-net goal with 44 seconds remaining to make it 4-2.
"I saw that Kucherov poked it over to [Point] and I was hoping he would just spin and fire it because I knew I had good position in front of the net," Stamkos said. "Anytime you tip it you try to tip it but it doesn't always happen, but it was nice to see that one go in."
Stastny tied the game 2-2 with a redirection of a shot by Jonathan Marchessault at 3:47 of the third period.