Lundqvist recorded his second shutout of the season for the Rangers, who had already clinched an Eastern Division playoff berth.
Ryan Callahan and Derek Stepan also scored for New York, which finished the regular season with a 26-18-4 mark.
Johan Hedberg finished with 17 saves for the Devils (19-19-10), who missed the post-season for just the second time in six seasons.
Notable deaths of 2014 [PHOTOS]
Michael Sam cut from the Dallas Cowboys