Zajac scored his team-leading fourth of the season.
For the first 20 minutes, the Devils were a team riding the momentum of a three-game winning streak, outshooting and outplaying the visiting Atlanta Thrashers.
By night's end, Jersey's Team was still searching for its first home win of the season while trying to explain Friday's 4-2 loss at Prudential Center.
A 1-0 lead on Travis Zajac's fourth of the season was erased by three straight Atlanta goals, including two power-play tallies by Rich Peverley. Zach Parise scored late in the third period to bring New Jersey back within one, but the Thrashers answered with Chris Thorburn's shorthanded strike to silence the rally.
After going 3-0 on its recent road trip, New Jersey fell to 0-3 at home. Carolina comes into Newark on Saturday night.
"I think it's just a coincidence right now," Parise said. "I don't think we're preparing any differently; I don't think it's anything different that we're doing. It's three games that we haven't played well at home. We've played three good games on the road, and all of a sudden we're 3-3. We have to play better tomorrow."
The Devils outshot the Thrashers, 15-4, in the scoreless first period, but head coach Jacques Lemaire said his club never had full control of the contest. He was hoarse during his postgame press conference and explained that he had yelled through much of the game.
"We still made a lot of little mistakes that tell you how sharp we were," Lemaire said, singling out the play of his special teams.
"You cannot have power plays and get scored on and struggle on your own power play and expect to win," he said.
Lemaire was "very disappointed" with the skid at home, including Friday's 0-for-6 on the power play.
"Your good record's got to be at home," he said. "Any team that makes the playoffs, they have a good record at home and get their share of wins on the road. That is just to make the playoffs. You don't have that, you're going to have a hard time making them."
Like his teammates, Parise said the first period was a missed opportunity. The Devils finished the game with 30 shots on Thrashers' netminder Ondrej Pavelec, who made 28 saves.
"It wasn't a great period, but it's one that we have to come away with a goal or two there," Parise said. "But regardless of whether we scored or not, we just kind of let them back in it in the second period. We got ourselves on trouble, and our power play wasn't good enough tonight. That was the big difference: they scored on theirs and we didn't. We didn't really get great chances on ours."
Jamie Langenbrunner, who assisted on both Devils goals, said Lemaire spoke after the first about reducing mistakes.
"We may have been outshooting them, but his message was that we weren't very good," Langenbrunner said. "We made some mistakes, we weren't playing as sharp as we needed to and it caught up to us. We got away with it in the first because they were obviously a little flat, but they picked their game up. We didn't get up to that level and made too many mistakes."
Two of the Devils' road wins came on the heels of third-period rallies. Constantly playing from behind can take its toll, however.
"You hate to play catch-up like we had to again," Langenbrunner said. "We keep on digging ourselves these holes, you're not going to always get out of them. On special teams, their power play capitalized, ours didn't. We got some chances there in the third and missed a few. We can't be doing that."
Zajac's breakaway goal on a feed from Langenbrunner put the Devils on top, 1-0, at 8:07 of the second period. Peverley tied it at 1 with his third of the season. He was stationed at the front of the net on the power play and scored on a Maxim Afinogenov rebound at 14:57.
Evander Kane broke the 1-1 tie early in the third. The fourth-overall pick at this year's draft chipped a puck past Cory Murphy in the neutral zone, then raced up ice on a 2-on-1 before roofing the puck over Martin Brodeur's catching glove at 1:36.
Peverley made it 3-1 Atlanta at 5:55 of the third, getting a pass back from Nik Antropov and beating Brodeur from the left faceoff dot.
Langenbrunner knocked a puck out of the air to set up Parise's second of the season to make it 3-2 with 6:50 left in regulation. But the Devils got caught scrambling on their sixth power play of the contest, and Thorburn put the game out of reach for Atlanta with 3:11 remaining.
Brodeur finished with 15 saves and battled to keep it a 3-2 game.
"I made the first, second and third (save), and I had it, and then I think Jamie kind of just ran into me and the puck squirted out because of that," Brodeur said of the Thorburn goal. "A little unlucky."
Lemaire's criticism of the power play focused on shot selection. He said the Devils are taking too many shot from the outside without getting the puck to high-traffic areas in front of the net.
"When you want to learn how goals are scored, you just have to watch every morning on TV," he said. "They have it all. You only get a few from the outside. All the goals are right in front of that net. You have to pay the price to go there and do it."