Starting his second game after missing 25 with a throat injury, the veteran goalie made 32 saves as the New York Rangers downed the Winnipeg Jets 3-2 on Thursday.
"I feel a huge improvement from the first game, just the way I felt and my focus on the right details, so it's definitely a step in the right direction for me," said Lundqvist, whose first game back was a 4-2 loss to Boston last Saturday.
"It's fun when you can help the team to get a win, and we needed to bounce back here after two losses. I knew it was going to take me a couple games to get going and this was definitely a good step for me."
Chris Kreider sealed New York's victory when he scored with 3:46 left in the third period.
Kreider beat Jets defencemen Adam Pardy and Dustin Byfuglien near the blue-line and then sent a backhand deke by a sprawling Ondrej Pavelec, who made 21 saves.
The Rangers (48-21-7) also got goals from Mats Zuccarello and Derick Brassard.
J.T. Miller sent Kreider the pass and watched as his linemate did his stuff.
"He made the entire play happen with his speed. He does that all the time," said Miller. "He makes it easy for his linemates when he's going like that."
Jim Slater and Lee Stempniak scored for Winnipeg (39-26-12), which keeps its hold on the second wild-card spot in the Western Conference over idle Los Angeles.
"That's a team that has gone to a Stanley Cup finals…," said Slater. "They know how to win. We played right with them, but just couldn't get the winner."
The Jets welcomed back top centre Bryan Little, who missed 11 games with an upper-body injury. He logged 19:41 of ice time.
"It's just one of those games where we are just right on the edge all game," said Little. "You can't say we didn't have chances where it might have been a different game.
"It honestly felt like they didn't get much, but the stuff they did they took advantage of and scored on. It could have gone either way."
Slater and Zuccarello scored in the first period.
Stempniak, who was obtained in a trade with the Rangers on March 1, netted his goal at 1:25 of the second.
Brassard tied it up with his 17th goal of the season on the power play at 10:13 of the middle frame, setting the stage for Kreider's late-game heroics.
To Kreider, it was all in a day's work.
"I think it was just kind of a broken play," said Kreider. "It's definitely something I try to do a lot, just kind of a staple of my game, I guess.
"It's difficult to defend when pucks are turned over. It's hard to go from a standstill to picking up forwards who are driving to the net. That's something we work on as a team."
Winnipeg hosts Vancouver on Saturday to end a four-game homestand. The Rangers visit the Minnesota Wild on Thursday.
Jets forward Drew Stafford had his nine-game points streak end (4G,7A). It was the longest active streak in the NHL.