After Kulemin put the Islanders up a pair, Vesey scored his 14th of the season came just 43 seconds later that cut the deficit to 3-2. With the Rangers still on the power play, Vesey batted in a loose puck from just outside the crease that got the Rangers within a goal.
The Islanders added an empty net goal by Ladd with 1:10 remaining, but after the game, the goal that stuck with Lundqvist was the third.
"I feel like the third one is a killer," Lundqvist said. "On our own power play - sometimes when you're an extra man, you might rely on someone else to do the job and I think that's what happened. We didn't communicate in front of the net because we had the guys back. We just didn't sort it out. That was the difference, I think, because overall it was a good game. We worked hard and had some chances, but when we gave that one up it was a tough hill to climb."