TAMPA, Fla. — Barry Melrose's first win as Tampa Bay coach was nearly a heartbreaking loss for the Lightning.

Tampa Bay blew a two-goal lead in the third period and needed a power-play tally from Vincent Lecavalier with 3:19 left in overtime to beat the Atlanta Thrashers 3-2 on Tuesday night.

"I'd like an easier one," Melrose said. "I'd like a 7-0 or something. But this is probably a really important win for us because of us coming back and winning after giving up a 2-0 lead."

Lecavalier scored from near the low slot off a pass from Martin St. Louis.

"I just tried to shoot it and it went in," Lecavalier said. "I didn't know where it was going."

Melrose's first season with the Lightning started with five losses, including three in overtime or a shootout. It's also his first NHL win since 1995 when he was coaching the Los Angeles Kings.

Mark Recchi and Vinny Prospal also scored for Tampa Bay.

"When you're up 2-0, you don't want to go to overtime," Lecavalier said. "But the guys stayed positive and we kept playing hard. We battled through and got the game."

Colby Armstrong and Todd White each had a goal for Atlanta.

"When you look at it, is the cup half-empty or half-full?" Thrashers coach John Anderson said. "I'm glad we got a point. Very fortunate. Our comeback was excellent. But I guess the reality set in that we really only played one period. We didn't compete the first two."

Armstrong cut the Lightning's advantage to 2-1 when redirected White's shot past goalie Mike Smith at 6:37 of the third.

White then tied it on a deflection with 35.5 seconds to go in regulation.

"Right then you've got to get the guys on the bench going," Melrose said. "You see their heads drop and shoulders drop and the body language was pretty terrible. It was the old here-we-go-again scenario. That's why this win is so important."

Recchi put the Lightning ahead 1-0 from the right circle at 7:18 of the first. It was his second goal this season and the 524th of his career.

Thrashers goalie Kari Lehtonen kept it close by stopping 17 of 18 shots during the first. Atlanta got just five shots over the stretch.

Tampa Bay went ahead 2-0 when Prospal scored with 6:50 left in the second. Lehtonen stopped the shot initially, but lost sight of the puck after it went over his shoulder and accidentally knocked it over the goal line.

Lightning center Steven Stamkos, taken first overall in this year's amateur draft, is still looking for his first NHL point through six games.