Veteran defenseman Alexei Zhitnik scored the goal on a power play late in the second period as the Thrashers ended exhibition play 5-2-0.
Tomas Vokoun made 23 saves for the Panthers, who finished the preseason 4-3-0.
Lehtonen, who was bothered by a sore groin earlier in training camp, made 26 saves in a 4-1 victory over the Panthers in Florida on Wednesday.
Zhitnik scored at 15:34 of the second period on a shot from just outside the right faceoff circle at the end of a 5-on-3 opportunity. Ilya Kovalchuk and Brett Sterling picked up the assists on Zhitnik's second goal of the preseason.
The Panthers open the regular season Thursday against the Rangers in New York. The Thrashers host Washington next Friday in their opener.
With their roster set, the Thrashers had hoped to use their regular line combinations in the preseason finale. But No. 1 center Todd White missed the game with the flu and the Thrashers dressed seven defensemen and just 11 forwards.