Making only his second start for the Vegas Golden Knights, Lehner secured his first shutout as his team bounced back from a tough loss to the LA Kings on Sunday.
On a night where the Edmonton Oilers also won, the Golden Knights won their first game of March as they took advantage of a Devils team currently going through a rebuild.
Vegas put 11 shots on the board in the first period but they came up against a hot goalie in Mackenzie Blackwood, who stood on his head for New Jersey.
However, he was finally breached in the middle frame when Max Pacioretty ripped a shot from the top of the circle past Blackwood.