OTTAWA -- Goaltender Henrik Lundqvist was still in a state of disbelief after the New York Rangers stunning 6-5 double overtime loss to the Ottawa Senators on Saturday.

Ottawa holds a 2-0 series lead in the best-of-seven Eastern Conference semifinal. Game 3 is on Tuesday in New York City.

The Rangers led 5-3 with 3:19 remaining in regulation before Jean-Gabriel Pageau scored twice to tie the game for the Senators and force overtime. Pageau scored the winner, his fourth of the game, at 2:54 of the second overtime.

"We played well enough to win this game, there's no question about it so it's really tough to lose this one," said Lundqvist. "Clearly they've gotten the bounces in the first two games. We've just got to go home and regroup. It's a really tough loss being up a couple goals, especially late in the game."

The diminutive Pageau, generously listed at five foot 10, scored two of his four goals on deflections, including the tying goal.

"That last deflection I don't even know how he did that," said Lundqvist. "The way he angled the stick he didn't even know he hit the net, I think. He was good tonight. They made some good plays."

For the second straight game Lundqvist carried much of the blame, despite the fact he didn't always have much help.

"I wasn't good enough coming up with the extra save in the end. It's my job even though it's tough playing some deflections, I've got to find a way.

"It's going to be tough tonight, tomorrow and then you move on. There's no other way. Go home and get a good practice in a couple days and then focus on Game 3 and really get the win in that one."

For the most part Alain Vigneault liked what his team did and at no time did the Rangers feel like they were losing control of the game.

"We were playing a real good game," said Vigneault. "We were doing what we needed to do and they made the most of their opportunities."

After having done so many things well in this game it was no surprise the Rangers were feeling a little shell-shocked.

New York killed three straight penalties and took the lead with a short-handed goal and then took a 3-1 lead with a second short-handed goal, marking the first time since 1992 that the Rangers scored two short-handed goals in a playoff game. Brady Skjei scored twice, also marking the first time a defenceman had scored twice in a playoff game since Brian Leetch in 1995.

"It's a good thing we've got two days here because it might take a full day to let this one go," said Rangers captain Ryan McDonagh. "Then we get an opportunity to practice and get our energy level back and our execution going back and our focus in the right direction leading up to the game. We'll take it one step at a time, one day a time. Our group's not going to give up here, we're going to come out hard in our building."

The Rangers know the only thing they can do is put this one behind and look forward.

"This is a tough one for us I believe," said Dan Girardi. "I think we had a good effort for the most part, it was just that last five minutes or so. I don't have much to say about it, it's just hard to describe."