Jay Pandolfo scored an empty-net goal, his eighth, with 28 seconds left and the Devils won their season-high third straight game. Brodeur has been in the net for all three, allowing only three goals.
"It's nice [the shutout]. Every year you want to get some shutouts. Every time you get one, it's exciting," the 35-year-old Brodeur said.
The Devils cooled off the Thrashers, who had won four in a row and seven of eight. New Jersey also moved to the .500 mark (10-10-2) for the first time since Oct. 17 when they were 3-3.
"We've been close [to .500] a lot of times, but couldn't quite get it. It feels good to finally get there," Brodeur said.
The Thrashers (11-11) fell to 11-5 under general manager Don Waddell as coach, who took over for Bob Hartley when Atlanta opened the season 0-6.
Brodeur, who won the Vezina Trophy as the top goalie in the league last season, earned the 93rd shutout of his career. Brodeur made a brilliant, diving kick save of a shot by Pascal Dupuis from in close with nine minutes remaining to preserve the shutout.
"He's a winner. He's making big saves for his team and they are playing better right now, and Marty's a big part of that," Dupuis said of the 14-year veteran whose has won the Vezina three times.
"Marty has been playing great. Tonight, he did not give them much. That's three in a row he's played awesome for us. We need that to win games," New Jersey winger Zach Parise said.
Jamie Langenbrunner assisted on all three New Jersey goals. Playing only his fifth game since undergoing surgery for a sports hernia in September, it was the second straight game the wing had at least two assists. He had two in Wednesday night's 2-1 win over Pittsburgh.
The Devils also ended Atlanta goalie Johan Hedberg's six-game winning streak. He stopped 24 of 26 shots.
"Moose [Hedberg] has played great for us. You can't fault him," Waddell said. "I know he would of liked to have the first one back. He still made some big saves and kept us in the game."
Pelley scored his second goal of the season to make it 1-0 at 8:59 of the second period when his shot from the corner managed to elude Hedberg. Dainius Zubrus and Langenbrunner assisted.
Martin, who had missed three games with an injured hip, scored his first of the season at the 16:24 mark on a power play. The Devils needed only 15 seconds to score after taking a 5-on-3 advantage due to a pair of Atlanta penalties to Ken Klee and Tobias Enstrom. Brian Gionta and Langenbrunner had assists.
Brodeur also ended Ilya Kovalchuk's streak of goals in four straight games. Kovalchuk, who leads the league with 19 goals, had 11 points in those four games.
"Tomorrow we will see how we face the adversity of losing a game 3-0," said Waddell, whose club has not lost two straight since he took over.
The Thrashers beat Washington 5-1 on Wednesday night.
The crowd of 18,545 was Atlanta's third sellout of the season. ... The Thrashers are 5-0 in overtime and shootouts this season. ... Atlanta's Marian Hossa, who had six goals and seven assists in his last six games, tying a franchise record of two points in six straight games, also was shut down by Brodeur.
Copyright by STATS LLC and The Associated Press
Arena: Philips Arena Location: Atlanta, Georgia
Referees: Dan O'Rourke Linesmen: Don Henderson, Scott Driscoll
Attendance: 18,545 (100.0% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
No scoring this period
Rod Pelley (2)
Assists: Dainius Zubrus, Jamie Langenbrunner
Paul Martin (1)
(Power Play) Assists: Brian Gionta, Jamie Langenbrunner
Jay Pandolfo (8)
(Empty Net) Assists: John Madden, Jamie Langenbrunner