BUFFALO — Henrik Lundqvist has said the Rangers need to learn how to win 3-2 games, and that’s the score by which they led the Sabres after 40 minutes last night.

They couldn’t protect it.

In his first home game of the season, 20-year-old center Jack Eichel scored twice, first on a low wrister off Lundqvist’s right arm at 12:45 on a power-play rush to tie the score and then, standing to the right of Lundqvist, banking the puck off Mats Zuccarello’s skate past the prone netminder just 1:43 later to give the Sabres a 4-3 win.

“I think he was trying to pass,” Zuccarello said. “Bad break.”

Marc Staal, whose goal had given the Blueshirts a 3-2 lead, said the Rangers “gave Eichel too much room, not just our defense. The whole second period, I thought they spent far too much time in our end. Then we get the lead but couldn’t really create some forechecking and we lost it.”

Sabres coach Dan Bylsma said: “Jack took over the game, starting with a couple shifts in the second period. He brought the fans to their feet; that was a huge power-play goal for us. He’s a dynamic player, and everyone feeds off it.”

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The Sabres (9-9-5) came out hard in the third period, and Brandon Pirri was sent off for hooking at 2:31, but the Rangers (16-8-1) killed off the penalty. However, after Adam Clendening drilled Eichel, who had been out with a high ankle sprain, he tackled the Sabres center and went off for holding with 7:39 left. That led to Kyle Okposo’s pass to Eichel for his tying goal.

“I felt I was moving well, tracking the puck pretty well, but it comes down to a misread and one bad bounce, and that’s the difference,” said Lundqvist, who made 30 saves.

On Eichel’s tying goal, he said: “He just froze me. I thought he was going to make a pass, but I’ve got to stop it.”

With the score tied at 1 after the first period on Ryan McDonagh’s power-play goal (his first goal of the season), the Sabres hemmed in the Rangers for almost the first five minutes of the second period. At 4:46, after an icing, coach Alain Vig neault was forced to call a timeout.

The tide turned on a rush in which Cody Franson crosschecked Jimmy Vesey from behind, creating the Rangers’ second power play. They had scored on the first and did again. Rick Nash, near the left post, slid a rebound of Vesey’s shot through Anders Nilsson (22 saves) at 8:15. It was Nash’s second goal in two games.

The Sabres’ Brian Gionta tied it 1:33 later, but the Rangers responded to restore the lead. Chris Kreider recovered a wide shot and got the puck to Jesper Fast. He saw Staal cutting to the net and the defenseman connected on his backhanded feed, beating Nilsson at 11:42 for his second goal of the season.

Lundqvist, who faced 14 shots in the second period, certainly looked wobbly at the start of the game. Johan Larsson’s shot from a few feet outside the red line hopped and kicked off the crouching Lundqvist’s stick and past him at the 18-second mark. It gave the NHL’s lowest-scoring team a 1-0 lead.

It was a start that the Rangers didn’t need, and the finish wasn’t pretty either.

Said Vigneault, “They had a real good push and made us pay for it.”