Neal Pionk tallied 41 seconds into the frame on a wrist shot through traffic that deflected in on Carter Hutton. Then they went up 2-0 on the next shift thanks to a shot from the slot by Jimmy Vesey that Hutton didn't see clearly.
"We put up 40 shots. I thought he played really well and it's frustrating from my point of view, sitting there. I thought the team battled hard. We put up nine last game and tonight we were only able to find one. That's the way it goes sometimes," Hutton said.
They nearly made it 3-0 when Mika Zibanejad cranked one off the post on a breakaway 4:20 later.
The Sabres had chances to get back in it on the man advantage. Buffalo's power play went 0-for-4 on the night with 14 shots on net, but despite generating good chances, they were unable to solve Lundqvist.
On the second of back-to-back power plays halfway through the middle frame, Lundqvist made one of his best saves of the night when he robbed Conor Sheary in tight.
"Lundqvist played well. He made a lot of big stops in tight," Sheary said. "When he gets scrambling like that, that's a lot of times when he makes his good saves. He was on tonight. We just ran into a good goalie and we've just got to stick with it."
Hutton kept the Sabres in the game after they found themselves behind and finished with 19 saves.