NEW YORK, NY -- Henrik Lundqvist became just the 12th goaltender to win 400 career games in the National Hockey League Saturday as the New York Rangers rallied for a 4-2 victory over the Colorado Avalanche in front of a celebratory crowd at Madison Square Garden.

"I'm proud, for sure, but I am trying not to reflect too much because I just want to keep going and get back to work tomorrow," Lundqvist said afterward.

Lundqvist made 32 saves in his milestone victory, and Kevin Klein scored twice, as the Rangers (36-18-1) extended their winning streak to five consecutive games and finished off a sweep of a four-game homestand.

Fans stood on their feet in the closing minute of the game, saluting Lundqvist, who also became only the third goalie in league history to win 400 games with one franchise and the first European-born goalie to record 400 victories in the NHL.

"Those last couple minutes, you hear the crowd, you get goosebumps," said Lundqvist. "It was like my first game here. They're chanting my name; and that was 12 years ago. To win here, at MSG, is just the best feeling."

Trailing 2-1 entering the third period, the Rangers scored twice in the opening 5:36 of the period to regain the lead. Klein hammered a slap shot past Avalanche goaltender Calvin Pickard at 2:50, and Rick Nash scored his 16th goal of the season less than three minutes later off a gorgeous set up from Derek Stepan.

Kevin Hayes scored an empty-net goal with 1:38 to play to put the game away.

"It's insane, I feel like every year there's another new milestone for Hank," said Stepan, Lundqvist's long-time teammate. "To be a part of his milestones is really cool. I am really happy for Hank."

The loss was the second straight for the league-worst Avalanche (15-35-2), who received a 26-save performance from Pickard in the goal opposite the first star of the night.

"In the third (period), I didn't think we were sharp, I didn't think we were hungry, and there wasn't enough intensity and urgency," said Avalanche coach Jared Bednar.

After a slow start, the Avalanche rebounded with a goal late in the first period and one early in the second, and carried a 2-1 lead into the second intermission.

Gabriel Landeskog wired a left-wing one-timer up and over Lundqvist's glove with just 15.2 seconds to play in the opening period, tying the score, 1-1.

At 3:01 of the second period, John Mitchell -- Lundqvist's former teammate with the Rangers -- scored his second goal of the season and first in 24 games to give Colorado the lead.

Lundqvist kept the deficit at one with a strong one-on-one stop after Mitchell had powered past the Rangers defense midway through the second, and with a quick glove save on a booming slap shot from Francois Beauchemin later in the period.

"We started out flat in the first period and still find a way to come out with the lead entering the third; but then a couple breakdowns end up in the back of our net, and it's disappointing," said Landeskog, who now has a four-game point streak.

It looked like it might be an easy night for Lundqvist and his teammates when Klein's long shot somehow eluded Pickard just 2:26 into the game, giving the Rangers an early 1-0 lead. Lundqvist did not face his first shot until 8 minutes, 40 seconds elapsed.

After facing only five shots in the opening period, Lundqvist saw 12 in the second period, before stopping all 17 the Avalanche fired his way in the third.

"I'm happy he got this done here tonight," Rangers coach Alain Vigneault said of Lundqvist. "We were able to get a couple and win this one and get him his 400th at home."

NOTES: Rangers coach Alain Vigneault said before the game that D Dan Girardi (ankle) is "coming along", and the hope is that he will be able to return to practice with the team on Sunday. ... Girardi missed his second straight game with the injury, and was replaced in the lineup by D Adam Clendening. ... The healthy Rangers scratches were RW Brandon Pirri and LW Matt Puempel. ... The Avalanche opened a five-game road trip Saturday, their longest of the season. ... Colorado was without two injured regulars, D Tyson Barrie (lower body) and RW Rene Bourque (head).