Lundqvist is the 12th goaltender in NHL history with at least 400 wins and the first European-born goaltender to reach the mark.
Lundqvist is the third goaltender to get 400 wins with one franchise. The others are Martin Brodeur (Devils) and Tony Esposito (Blackhawks).
Lundqvist is 8-1 in his past nine appearances.
Defenseman Kevin Klein had two goals, and Rick Nash had the go-ahead score for the Rangers, who swept their season-long four-game homestand and have won eight of 10 overall. Kevin Hayes added an empty-net goal to clinch it.
After the Rangers trailed 2-1 through two periods, Klein took a pass from Jesper Fast and ripped a slap shot at 2:50 of the third for his second of the game and third of the season to tie it.
The Rangers kept up the pressure, and Pickard made an outstanding glove save on Chris Kreider's shot at 4:09. The play was reviewed to see if the puck crossed the goal line.
Nash then deflected Derek Stepan's shot past Pickard for his 16th of season at 5:36.
Tied 1-1 after the first period, Colorado applied the early pressure in the second and took a 2-1 lead. Mitchell skated from behind the Rangers net and took a shot that was blocked. He recovered the puck and wristed another shot that beat Lundqvist five-hole for his second of the season at 3:01.
Lundqvist made a strong glove save on Francois Beauchemin's shot from the point with less than two minutes left in the second to keep it 2-1.
The Rangers opened the scoring early in the first period. Oscar Lindberg took a faceoff in the Colorado zone and kicked the puck back to Brady Skjei, who passed to Klein. His slap shot went through the legs of Pickard at 2:26.
The Avalanche tied it with 15.2 seconds left in the period. Nathan MacKinnon skated into the Rangers zone and sent a pass to Landeskog, who sent a slap shot past Lundqvist for his 11th of the season.
There was a moment of silence before the game for Mike Ilitch, the Detroit Red Wings and Tigers owner who died Friday at 87. The Red Wings won four Stanley Cups while he was the owner. He was inducted into the Hockey Hall of Fame in 2003. ... Rangers D Dan Girardi missed his second consecutive game with a foot injury. He was hurt while blocking a shot in Tuesday's win over Anaheim. ... The Rangers are 19-5-0 against the Western Conference this season.
Avalanche: Colorado heads to Brooklyn to face the New York Islanders on Sunday in the second game of a five-game road trip.
Rangers: New York travels to Columbus to face the Blue Jackets on Monday.