The Rangers took a 2-1 lead on Nash's second goal of the season, coming at 3:04 of the third period. He skated in from the right wing boards, eluded Tampa Bay defenseman Victor Hedman and jammed the puck past goalie Mathieu Garon.
"He's a great player," Hedman said. "He's got a lot of skills. So strong, so big."
Nash had six shots on goal.
"He's been in our offense the whole time he's been here," Rangers coach John Tortorella said. "He's been around chances the whole time. It's nice for him to score a goal. You could sense that he was getting a little frustrated."
Steven Stamkos scored both goals for the Lightning, who went 4-1 on a five-game homestand. The center, who cut the deficit to 3-2 with 21 seconds remaining, has seven goals and 16 points during a season-opening eight-game point streak.
"You look at the big picture, if you said we would have taken eight of a possible 10 points, we'd take that all the time," Stamkos said. "It's just frustrating because we realize the team that we have here, no one goes into a game expecting to lose."
Tampa Bay captain Vincent Lecavalier took a puck off his skate late in the third. The team said the center was being evaluated, but no other information was immediately available.
Rangers goalie Martin Biron made 30 saves in his first start and second appearance of the season. Garon started for the second time this season and had 27 saves.
"We didn't give them much time in our zone, and all these little things added up to playing a very disciplined game," Biron said.
Stamkos put the Lightning ahead 1-0 from the low slot off a pass from Matt Carle during a power play at 4:22 of the second. Martin St. Louis also assisted on the goal, giving him nine assists over the past five games.
Stepan tied it at 1 with 10:10 left in the second on a backhand rebound goal.
The Lightning nearly took a 2-1 lead 13 minutes into the second when B.J. Crombeen's apparent goal was disallowed for putting the puck into the net with a high stick. The call was upheld by a video review.
Tampa Bay's Cory Conacher hit the crossbar on a shot from just outside the crease later in the second.
The Lightning entered the day averaging 5.3 goals a game.
"I don't care what they averaged," Tortorella said. "I'm just glad we won the hockey game."
St. Louis has 11 assists and 14 points this season. ... New York G Henrik Lundqvist had started 27 of the Rangers previous 28 games against Tampa Bay. ... Garon started all four Tampa Bay games against the Rangers last season, going 2-1-1. ... Rangers LW Chris Kreider (ankle) is practicing with the team. ... Hagelin also had an assist. ... Stamkos had seven shots on goal.
Copyright by STATS LLC and The Associated Press
Arena: Amalie Arena Location: Tampa, Florida
Referees: Mike Leggo, Francois St. Laurent Linesmen: Scott Driscoll, Brian Mach
Attendance: 19,204 (100.0% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
No scoring this period
Steven Stamkos (6)
(Power Play) Assists: Matt Carle, Martin St. Louis
Derek Stepan (1)
Assists: Taylor Pyatt, Carl Hagelin
Rick Nash (2)
Assists: Brad Richards, Marc Staal
Carl Hagelin (1)
Assist: Taylor Pyatt
Steven Stamkos (7)
Assists: Matt Carle, Ryan Malone