Patrik Elias scored two goals, the second on a power play with 27 seconds left to help the Devils beat the winless Thrashers 6-5 on Saturday night.
"Tonight the luck turned my way for a change," Elias said.
The Thrashers, the only winless team in the NHL, lost their fifth straight despite leading 4-2 in the second period.
"It seems like every mistake the puck ends up in the back of our net," Thrashers coach Bob Hartley said.
"We're playing tight, and it's going to take something big to turn this around. We need to get one win to gain confidence, because we're a very fragile hockey club."
The Thrashers couldn't handle the second-period success, according to captain Bobby Holik. He said they fell back to the losing form they showed in a 6-0 loss to Buffalo on Thursday night.
"We played smart. We played well for 30 minutes," Holik said. "We had a two-goal lead, then decided to pick up where we left off last game."
Ilya Kovalchuk's second goal of the game with 3:20 left in the third period tied it at 5. Garnet Exelby was then called for a holding penalty, allowing the Devils to play with a man-advantage.
Elias then scored the winner to help goalie Martin Brodeur earn his first victory of the season.
"That was as close as it gets," said Brodeur, who made 12 saves.
"That's Atlanta for us. Every time we play here, it's a wild one. ... We almost messed it up. Right now, we'll take anything."
New Jersey outshot Atlanta 35-17, including 12-3 in the third period.
"We thought we had a two-goal lead and put it in cruise control," Holik said.
Cruise control? More like reverse.
The Thrashers' five goals topped their total in being outscored 17-4 in their first four losses, but their reward was another loss.
"We let the game get away from us because we stopped playing," said Holik, who helped the Devils win two Stanley Cups. "It's one thing to lose a game when you try to make plays. After the first 30 minutes, we stopped wanting the puck. We stopped controlling the game."
The Devils were ready to take control.
"At the end of the second period, we said 'What's going on?' " Brodeur said. "From then on, we took over. They didn't get many shots after that."
Sergei Brylin broke the tie with a tip-in. Atlanta goalie Kari Lehtonen tried to cover the puck in the crease, but the puck slipped away from his glove and Brylin was in position for the go-ahead shot 12:05 into the third period.
Atlanta scored three straight goals to open the second period. Kovalchuk scored on a power play only 22 seconds into the second period, followed by goals by Exelby and Holik. Exelby's goal 7:26 into the period gave Atlanta its first lead of the season.
Pandolfo's rebound goal with only 18.9 seconds left in the period cut the lead to 4-3.
A backhander by Zajac early in the third period pulled New Jersey even at 4-4.
The Devils opened strong, scoring first on a tip-in by John Madden less than two minutes into the game. After rookie Darren Haydar answered for Atlanta with his first NHL goal, New Jersey took a 2-1 lead on a tip-in by Elias.
The Thrashers had four shots on goal in the first five minutes but none the rest of the first period.
Kovalchuk's first goal was only Atlanta's second in 20 power-play opportunities this season. ... New Jersey won for only the second time in its last nine games against Atlanta. ... Atlanta's Marian Hossa (groin) missed his third straight game but hopes to return Tuesday night at Philadelphia. ... Devils coach Brent Sutter was on the bench after missing Friday's practice with an illness.
Copyright by STATS LLC and The Associated Press
Arena: Philips Arena Location: Atlanta, Georgia
Referees: Eric Furlatt, Dave Jackson Linesmen: David Brisebois, Shane Heyer
Attendance: 15,606 (84.2% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
John Madden (3)
(Power Play) Assists: Dainius Zubrus, Arron Asham
Darren Haydar (1)
Assists: Bryan Little, Brett Sterling
Patrik Elias (2)
(Power Play) Assists: Travis Zajac, Zach Parise