Lehner saved all 27 shots in his 300th NHL game of his career and thus has two wins out of two possible since leaving the Chicago Blackhawks for Vegas.
Zero was Lehner's first since April 2019 and his 15th in the NHL.
It was Max Pacioretty who gave Vegas the lead and in the first minute of the third period William Karlsson got the puck to the right of the box and squeezed the puck. The hit was his 100th NHL.
Ryan Reaves then set the score to 3-0.
Vegas Golden Knights top Pacific Division ahead of Edmonton Oilers.