Lehtonen protected his second shutout of the season with two saves against Tomas Plekanec with 2:32 remaining.
"He was awesome," Thrashers rookie Zach Bogosian said. "If he hadn't been on, it could have been a different story."
The Canadiens, attempting to protect their position in a tight Eastern Conference playoff race, suffered their second straight road loss to fall to 2-11-1 in their last 14 away from Montreal. The poor road stretch began Jan. 20 with a 4-2 loss in Atlanta.
The Thrashers began the day last in the league with their 11-18-2 home record and also last with 112 goals allowed in home games, but they helped Lehtonen by allowing only 12 shots on goal in the first two periods.
"We're weren't shooting as much as we should have," Montreal's Alex Tanguay said. "We didn't take control of the puck."
"With a good performance like this from Carey, unfortunately we can't score goals," Montreal coach Guy Carbonneau said. "It's frustrating for him and us, but I think our effort tonight was better than at Buffalo."
Montreal's three-game trip began with a 5-1 loss at Buffalo on Tuesday night. Carbonneau said he was concerned his players didn't stand up for each other in the loss, and he challenged his players with a grueling practice on Thursday.
Carbonneau said he was encouraged that his team "worked for 60 minutes and gained confidence" against Atlanta.
"We keep working like this, we'll be OK," he said.
There was no shortage of players defending teammates in a physical game.
The first pair of roughing calls, on Montreal's Tom Kostopoulos and Atlanta's Boris Valabik, came only 3:30 into the game. More roughing calls came less than 3 minutes later, followed by the first 5-minute penalties for fighting with 6:05 left in the period.
The teams combined for 27 penalties for 98 minutes.
"I don't think we were going to back out at any time," Thrashers coach John Anderson said. "We don't plan on having that many penalties. We've got some pretty tough guys on our team anyway. We're not a soft team."
Carbonneau may have been looking for his team to play tough, but Plekanec said the penalties were no sign of progress.
"Physical play didn't help us at all," Plekanec said. "We started getting momentum and we would take a penalty."
Montreal suffered only its second shutout loss of the season.
"You know we're pretty much out of the playoffs and they are a team that really needs the points," Anderson said. "To go toe to toe with one of the best teams in the league and to come out on top is pretty big for us. It gives us confidence and makes us feel good about our organization."
Atlanta F Eric Perrin did not return after suffering an undisclosed injury in the second period. ... Montreal's only other shutout loss was a 3-0 defeat at Washington on Nov. 28. ... The Thrashers had 54 penalty minutes in the first two periods, including 10-minute misconducts by Jim Slater, Eric Boulton and Garnet Exelby. ... Slater, Boulton and Montreal's Maxim Lapierre drew 10-minute misconducts for their roles in two fights that stopped play with 7:42 remaining in the second period.
Copyright by STATS LLC and The Associated Press
Arena: Philips Arena Location: Atlanta, Georgia
Referees: Stephane Auger, Tim Peel Linesmen: Darren Gibbs, Brad Lazarowich
Attendance: 14,813 (79.9% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
Bryan Little (26)
(Power Play) Assists: Ilya Kovalchuk, Todd White
No scoring this period
Rich Peverley (11)
(Empty Net) Assists: Ilya Kovalchuk, Ron Hainsey