The Blues scored the first goal 5:07 in and never trailed. Ty Conklin stopped 37 shots, and St. Louis beat Atlanta 4-2 on Tuesday night.
The Thrashers had scored first in 18 of 22 games and had won nine of 13 in games they led 1-0.
"It was very important," Conklin said of the first goal. "Both teams played last night, so momentum was important."
Each team played for the fifth time in seven days. Thrashers coach Craig Ramsay thought his team lacked energy until the final minutes.
The Blues led 3-1 before Dustin Byfuglien scored for Atlanta with 7:23 remaining.
Atlanta's best chance to pull even came when B.J. Crombeen was called for slashing with 1:58 left. The Thrashers pulled goalie Chris Mason for an extra skater, but an empty-net goal by Vladimir Sobotka in the final minute clinched the win for the Blues.
"We were a step slow," Ramsay said. "You have to dig down and you have to find a way. ... We've got to find a way to get that energy reserve back up. There were times, stretches that we battled back, but we just didn't have that consistent push."
Bryan Little scored Atlanta's first goal in the first period.
St. Louis won for only the fourth time in 13 games. Conklin, the backup to No. 1 goalie Jaroslav Halak, earned his fourth win of the season and second this week.
"We played a solid road game," Conklin said. "We didn't sit back. We were solid defensively. We didn't give them too much."
The Thrashers, fourth in the NHL in scoring, netted a combined 13 goals in wins over New Jersey and Toronto in their last two games before being shut down by the Blues.
"You play a lot of games without the optimal amount of rest, but every team has to do it," said Mason, who stopped 23 shots. "I thought the last seven or eight minutes we picked it up."
The Thrashers had earned points in 14 of 16 games to move into first place in the Southeast Division. Washington moved back in front of them with a win over New Jersey on Tuesday night.
The Thrashers answered Boyes' goal when Little scored from in front off a pass from Evander Kane to make it 1-1.
Steen netted his team-leading fifth game-winning goal of the season. He scored off a pass from Barret Jackman with 1:21 remaining in the second period to give the Blues a 2-1 lead.
A potential momentum-changing play came with 3:26 remaining in the opening period when an apparent goal by Byfuglien was disallowed. With the score tied, officials waved off Byfuglien's goal because he directed the puck into the net with his arm.
Byfuglien was called for goaltender interference on the play, quickly turning Atlanta fans' cheers to boos.
"He just skated into me," Conklin said.
St. Louis was 0 for 4 on the power play and has only four goals in its last 31 chances with a man advantage.
- Conklin was in goal for the Blues' 6-4 win at Los Angeles on Thursday.
- The Blues are 3-7-1 in their last 11 road games.
- The Thrashers fell to 10-7-2 at home. They have a better winning percentage (9-5-3) on the road.
- F Niclas Bergfors was a healthy scratch for Atlanta for the sixth time in seven games.
- Attendance was 14,662.