The Flames have won their last two games after opening the season 0-2-1.
"It feels good as a team to put back-to-back wins together in two very tough places to play," Iginla said. "If you look at the standings, we are not happy with where we are at, but it is something to build on."
The Predators have dropped three straight after winning their first two games.
"Our decision making the last two games has been atrocious," Nashville coach Barry Trotz said. "We dig ourselves a hole, fight back, then someone makes a poor decision and it ends up in our net."
The first period gave way to a wild second period in which the teams combined for six goals, one of which was a short-handed goal from Calgary's Matthew Lombardi.
J.P. Dumont scored the final goal of the second period with just 16 seconds remaining.
"It's tough that they tied it up at the end of the period like that," Kiprusoff said. "We treated it like it was a 0-0 game, and we had 20 minutes left to win it."
"Hockey is a game of momentum, and if you are not on top of your game each and every shift it can get away from you," Calgary coach Mike Keenan said. "We got some opportunities in the third and we capitalized on them, then we learned something about defending a lead."
Mason was pulled in Wednesday's loss at St. Louis as well.
"Turnovers are going to be there all year, but I have got to be there," Mason said. "It's my job to make some saves when we break down and keep us in the game."
Lombardi's short-handed goal was the second such goal allowed by the Predators this season. Nashville gave up two short-handed goals last season, fewest in the NHL. ... The Flames' last previous win in Nashville was Dec. 17, 2002. ... Predators defenseman Dan Hamhuis has at least a point in each of Nashville's five games this season.