Goaltenders Kari Lehtonen and Johan Hedberg combined to stop 25-of-28 shots, as the Thrashers made General Manager Don Waddell successful in his first game as interim coach with their first victory in the new season following a 0-6 start.
Atlanta fired Coach Bob Hartley Wednesday.
Lehtonen stopped nine shots before leaving the contest with just under nine minutes left in the first period after aggravating a troublesome groin strain. Hedberg stopped 20-of-22 shots in relief.
Goaltender Henrik Lundqvist was beaten five times on 28 shots for the Rangers, who have lost four of their last five games.