Messier scored his 694th career goal in what was perhaps his final game at Madison Square Garden.
A sure-fire Hall of Famer, Messier has not announced whether this will be his last season. But the crowd of 18,200 sensed he will retire, giving him several standing ovations.
The 43-year-old Messier delighted the fans one more time, scoring the 18th goal of his 25th NHL season with 57 seconds to go in the first period to lift New York into a 1-1 tie.
But Jochen Hecht tallied twice in a 21-second span of the second and set up the Sabres' other two goals as they remained three points behind the New York Islanders for the final Eastern Conference playoff spot with two games to play.