"This was definitely a frustrating game. There is no question we beat ourselves," said Lundqvist, who is 1-7-2 with a 3.23 goals-against average in his last 10 starts at the Garden. "We kept making some simple mistakes, and I was not there to clean it up."
The Rangers didn't do themselves any favors on special teams, either. They went 2 for 7 on the power play but also gave up two short-handed goals in the first period -- one on a penalty shot -- before later allowing the Islanders to convert on a power play.
New York has allowed one power-play goal in three straight after giving up three in its previous 16 games combined.
"I think we've got to work harder. We've got to be better on special teams and the power play," said forward Rick Nash, who had an assist on Stepan's power-play goal. "We've got to work on our opportunities, especially when you get that many power plays. You've got to be better."
Minnesota needs some improvement during a stretch in which seven of eight games are coming on the road. It began a four-game trip with Thursday's 5-2 loss to Pittsburgh, falling to 1-5-1 in its last six away from home.
"The whole game, 'frustrating' I think is the wrong word. I think 'maddening' is a little bit more appropriate," coach Mike Yeo said. "To come out and get outbattled and outworked, that was disappointing."
Minnesota must continue to move forward without goaltender Josh Harding, who was placed on injured reserve Wednesday in order to evaluate his medication for multiple sclerosis. He is 18-5-3 with a league-best 1.51 GAA.
Niklas Backstrom made 31 saves Thursday and has lost five straight starts while posting a 3.23 GAA.
"I think my last game was pretty good and (Thursday) I could have been better," Backstrom said. "If you play a good game or bad game, you want to be better next time. You try to learn from every game."
Backstrom is 1-2-0 with a 3.04 GAA in three career starts against the Rangers, but he hasn't faced them since 2010. He could be in net opposite Cam Talbot, who will get the start for the Rangers. The rookie is 6-2-0 with a 1.74 GAA in eight starts.