The Hart Trophy is awarded each season to the league's most valuable player.
Lundqvist is the first goaltender to be a Hart finalist since 2007 when Roberto Luongo of Vancouver and New Jersey's Martin Broduer finished behind Pittsburgh center Sidney Crosby in the voting.
Lundqvist had a career-high 39 wins and a career-best 1.97 goals-against average in 62 games this season. He had eight shutouts, third most in the NHL.
Malkin won the Art Ross Trophy, given for the most points in a season, after scoring a career-high 50 goals and assisting on 59 other scores. He had four games in which he had five points, the first player to accomplish that since 1995-96.
Stamkos scored 60 goals in winning the Maurice "Rocket" Richard Trophy this season. He totaled 97 points and has 12 game-winning goals.
The Hart Trophy will be decided by members of the Professional Hockey Writers Association, who submitted their ballots at the end of the regular season. The top three vote-getters were named finalists.
The NHL awards are to be announced June 20.