Miller stopped 29 shots for his eighth NHL shutout and Vanek scored twice as the Sabres (7-2-2) snapped a two-game losing skid with a 5-0 victory over the Washington Capitals on Saturday.
"That was a lot better," Miller said of the Sabres' efforts after dropping consecutive 5-2 games at home this week to Ottawa and Tampa Bay. "We looked a lot sharper. We started off really well. To get a lead, protect it and battle through some penalty kills, it'll do more for us than coming back every night."
Vanek, leading the league with 11 goals, posted his third multigoal game of the season. He netted his first one 72 seconds into the game and got his second with less than three seconds remaining in the second period.
"Right now, I'm trying to stay hot," Vanek said. "The pucks bounced my way. I got rewarded for it. I'm not trying to think too much, just play and get the puck on net and take care of my opportunities."
Buffalo's Tim Connolly played for the first time after missing the first 10 games of the season due hairline vertebrae fractures. He assisted on Roy's goal.
The Capitals (5-4-1), who lost for the seventh time in eight games in Buffalo, played without Alexander Ovechkin for the second straight game as the defending league MVP was still in Russia visiting his ailing grandfather.
"I can definitely tell you there were guys out there not ready to play," Capitals coach Bruce Boudreau said. "We've got some great players, but Mike Green wasn't ready to play," he said. "Sasha (Sergei Fedorov) didn't come to play, and Viktor (Kozlov), and you can go on with some of our skilled players not ready to commit to playing a complete game."
The Sabres grabbed the momentum on Vanek's first goal, during which he took a lead pass on the left wing, moved easily past Green and deposited a shot through Jose Theodore's legs.
Buffalo then added early insurance on Roy's power-play goal about 12 minutes later, as he wristed a shot off Theodore's back from along the goal line. Pominville gave Buffalo a three-goal cushion with 24 seconds left in the period, grabbing a rebound and deking left on Theodore before going right for an easy slip-in.
Miller's biggest test came during a second-period flurry when Buffalo was two men short. He made four saves, including a pad stop on Green followed by a paddle save against Sergei Fedorov. On another power play later in the period, Miller made back-to-back saves on Green.
Washington held a 14-4 edge in shots during the frame but still trailed by four goals after Vanek's second of the night.
In the third period, Paille completed a give-and-go with Patrick Kaleta, scoring with eight minutes left.
From that point, Buffalo coach Lindy Ruff's goal was to preserve Miller's shutout.
"The last seven minutes I said we were playing for our goaltender," Ruff said. "We locked it down and didn't give up that great opportunity. Guys were real responsible, and that was important."
"It's always fun," Miller said. "It's a goaltender stat, but as a team we're trying to improve our goals-against and be good on the penalty kill. This is something they can look at and be proud of."
- Miller's previous shutout was Feb. 13 against Toronto.
- Ovechkin is scheduled to rejoin the Capitals in time for Tuesday's game at Ottawa.
- Theodore has given up at least two goals in the first period in five of eight starts, but the Capitals are 3-2 in those games.
- Washington has allowed of its 32 goals in the first or final minute of a period.
- Buffalo enforcer Andrew Peters was scratched for the first time this season.