Justin Bailey scored Buffalo's lone goal, breaking a scoreless tie 2:47 into the third period.
Vegas tied the game with 4:14 remaining in regulation on a wrap-around goal from defenseman Derek Engelland. Lehner came out aggressively to challenge Engelland, who was cutting toward the net alone, but was unable to connect on a poke check as the defenseman skated below the goal line.
Engelland wrapped behind the net and banked the puck in off Marco Scandella, who was lying across the goal line.
"They had a pretty clear look on the back side and I was aggressive, tried to take that away, tried to stick with him," Lehner said. "Scandy helped me out on the other side. Just a lucky bounce."
Phil Housley was pleased for the most part with the effort his team put forth despite an injury-laden roster against one of the top teams in the NHL. The Sabres were playing without two of their three leading scorers in Jack Eichel (ankle) and Kyle Okposo (concussion), and the lineup featured five players who had been recalled since January.
What disappointed Housley was that, after limiting the second-highest scoring team in the NHL for so much of the game, the Sabres allowed the golden opportunity for Engelland to tie it late.
"I hope they weren't happy," Housley said. "Obviously you look at our lineup versus their lineup, I think our guys are doing a terrific job, guys that are stepping in. You look at Justin Bailey tonight, contributing. But we had an opportunity to close that game out with four and a half minutes to go.
"Those are areas we have to learn as we move forward, that it's a simple battle and we can't lose inside position."
Bailey was the latest recall to join the Sabres, having received the call to replace Okposo on Friday. His third professional season has been up and down to this point; specifically, an ankle injury limited his production and kept him out of the NHL since October.
Housley had been impressed with Bailey's play during his first stint with the team, though, and asked him to play the same way on Saturday. Bailey said he wanted to focus on utilizing his speed and size and let his skill take care of the rest, which is exactly what happened on his go-ahead goal in the third period.
Benoit Pouliot began the play by cutting off a pass between two Vegas defenders in the Buffalo zone, and then won a race down the ice to retrieve the puck in the opposite corner. He tapped a quick pass to find a wide-open Bailey, who pulled the puck to his backhand and tucked it in behind Vegas goalie Marc-Andre Fleury.