NEW YORK, N.Y. - Martin St. Louis knows firsthand just how much fun the Tampa Bay Lightning can have when they get on a roll.

Seeing their success from the other side of the ice has been anything but enjoyable.

Brett Connolly's second goal of the game during a third-period power play lifted the Lightning to their third straight win over the New York Rangers, 6-3 on Monday night.

St. Louis starred for years with Tampa Bay before being dealt to New York last season for Rangers captain Ryan Callahan. In his first three meetings against the Lightning over 15 days, St. Louis was 0-3 and saw his new team get outscored 15-7 while being swept in the season series.

"If you don't get on the good side at least once, it's tough to take," said St. Louis, honoured before the game for his 1,000th NHL point.

With St. Louis off for slashing, Connolly scored past Henrik Lundqvist at 5:34 for his fourth of the season. Tyler Johnson gave the Lightning a two-goal lead 1:24 later with his second of the night, and Ondrej Palat added an empty-netter with 26.4 seconds left to give Tampa Bay its fourth consecutive victory.

"This was special for me, to get two here. My first two-goal game," Connolly said. "We didn't have our best, but we found a way in the third period. We play good hockey against them.

"This is one of the most prestigious buildings in sports. It's nice to get a couple, especially against a goalie like Lundqvist. That's good for your confidence."

Victor Hedman had three assists, and Ben Bishop made 32 saves to improve to 8-0 against the Rangers. He even had an assist on Connolly's first. Matt Carle also scored for the Lightning, who netted 11 goals in two visits to Madison Square Garden.

"We just have a knack against them. I can't really explain it," Bishop said. "It's obviously fun to play Lundqvist. Maybe I just raise my game."

Kevin Hayes, Jesper Fast and St. Louis scored for the Rangers, who had won four of five. Lundqvist struggled and made only 15 saves.

"It's not good enough," Lundqvist said. "We're not going to win games when I give up four or five goals. We mostly have to look at, why are we giving up the goals?"

St. Louis was joined by his family on the ice before the game. A video tribute was shown, and he was given gifts by both teams. St. Louis had 953 points in 972 games with the Lightning and was a Stanley Cup champion in 2004.

Now he and the rest of the Rangers will have to stew over this loss for a while before they play again Saturday in Detroit.

"We will use that time wisely to work on things we need to," St. Louis said.

After he put the Rangers in front 3-2, the Lightning went on a 5-on-3 power play that generated only one shot, but tired out the New York skaters and set up the tying goal 26 seconds after the advantage ended.

The Rangers couldn't clear the zone, and Carle scored off a pass from Johnson to make it 3-all at 14:23. Tampa Bay had only five shots in the second and 13 through 40 minutes.

"When we came in after the first, guys were saying we were lucky to have the lead," Lightning coach Jon Cooper said. "We like to play North-South but we were playing East-West. We kept going the wrong way.

"Ultimately, we turned it into a one-period game."

Earlier, the Rangers erased their second one-goal deficit at 2:42 when Fast scored his second NHL goal — in consecutive games.

St. Louis put the Rangers in front for the first time by scoring his 10th during a power play at 9:24.

Tampa Bay grabbed a 1-0 lead 6:32 in on Johnson's seventh. Hedman took a shot that hit the skate of Palat in front. Palat got the puck to his stick and fed a pass to Johnson.

New York tied it when Carl Hagelin set up Hayes from behind the net for a goal with 7:46 left in the first.

Connolly restored the Lightning lead 3:48 later. He snapped a drive that got past Lundqvist as New York's Dan Girardi and Tampa Bay's Brenden Morrow jousted in front.

"I tried to pick up a couple of goals where our guys are going one way and I tried to look around them," Lundqvist said. "The same on the second goal. I don't pick it up until it's almost past me.

"Bottom line is I just need to fight better to pick up pucks through screens."

NOTES: Rangers LW Chris Kreider returned after missing one game due to the death of his grandfather. LW Anthony Duclair was a healthy scratch. D Dan Boyle remained out with flu-like symptoms. ... Hedman played his second straight game after missing 18 due to a broken finger.