Emery made 27 saves for his second straight shutout, Daniel Alfredsson scored in the first minute and Ottawa extended the Rangers' losing streak to seven games with a 1-0 victory Friday night.
The Senators won their third in a row since losing top center Jason Spezza to a knee injury, two nights after Emery stopped 18 shots in a 2-0 home win over the New York Islanders.
Ottawa, which led the NHL in goals last season and is among the league's highest scoring teams with 124 overall, also lost center Mike Fisher to a knee injury Wednesday.
"We're down to the point where we're missing bodies and most of the games we win are going to have to be like that, unless our power play gets hot," said Emery, who has six career shutouts, including three this season. "It's encouraging to see the guys dedicated to winning, and willing to win those tight games."
The Rangers were shut out for the second straight game. The losing streak is their longest since an eight-game skid in the wake of the 2004 trading deadline.
"Nobody's going to help us but us, so we have to face it," said captain Jaromir Jagr, who was stopped by Emery late in the second on one of the Rangers' best -- among their few -- scoring chances.
New York, which hadn't been held scoreless in consecutive games since the beginning of the 2003-04 season, had been shut out just once in its first 37 games before Tuesday night's 2-0 road loss to the New York Islanders.
"I knew he was going to deflect it, but I still had to go for it with my glove and the deflection went five-hole," Lundqvist said. "It was a tough start for us."
The Senators held the Rangers to four shots in the first, which saw New York hold a power play over the final 3:25 of the period after Ottawa's Chris Neil was assessed a charging major for his hit on Matt Cullen along the boards.
"We didn't have many chances," Jagr said. "We didn't even take advantage of a five-minute power play."
Rangers coach Tom Renney was upset that Neil wasn't ejected from the game for his hit on Cullen.
"The way I read the rules, if there's an injury to the face or the head on any kind of hit like that -- where a player leaves his feet and there's a 5-minute penalty, it's, 'See ya later!' It's in the book," Renney said.
Lundqvist denied a couple of chances on a short-handed break by Alfredsson in the opening period, stopping the Ottawa captain's first shot before sprawling to make a glove save on Alfredsson's shot off the rebound.
The Rangers, who have lost all seven games in regulation, are on their worst losing streak since they went 0-5-0-3 from March 12-25, 2004, after cutting their payroll by dumping salary, notably trading Brian Leetch and Martin Rucinsky.
The consecutive shutout wins were the first time Ottawa accomplished the feat since a 3-0 win in Boston on Dec. 30, 2003, followed by a 1-0 win over the Islanders on Jan. 1, 2004.
Senators coach Bryan Murray inserted Chris Kelly between Alfredsson and Dany Heatley on the Senators' top line.
"Any time you can play with All-Stars, it's definitely enjoyable," Kelly said. "There were some butterflies before the game so it was great that we got the goal on that first shift."
New York's Ryan Hollweg had to be helped to his bench by defenseman Karel Rachunek after his left knee was struck by Christoph Schubert's right leg early in the second.
- The Rangers had a team record 11-game losing streak during the 1943-44 season.
- New York lost 5-0 to Columbus on Oct. 11, 2003, followed by a 0-0 tie against Atlanta five days later.
- Alfredsson extended his points streak to five games. He has three goals and five assists over the course of the streak.
- The sellout crowd of 20,214 set a Senators attendance record for the second straight game.