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NEW YORK -- Frustration set in for the New York Rangers after their first three home games, all shutout losses, an NHL record to start a season.

Now, after a fourth loss in as many games at Madison Square Garden this season, 3-1 to the Minnesota Wild on Monday, when the only difference was they scored one goal as opposed to the zero they got in the first three, the Rangers are letting their frustration out.

Listen to Mika Zibanejad after he was asked if he and the Rangers are entering dangerous territory talking further about the chances they're getting, chances they're not scoring on in their home games.

"OK, say if I ask you the question, what else should I do more than score?" Zibanejad said. "Like, I have to score. Yes, I understand that. But I'm getting the chances. I'd be more worried if we didn't get any chances, if I don't get that chance, if we don't get those chances. It's frustrating for us. It's frustrating for me. How many looks did we have, not just this game, overall? I honestly don't know what else to do. Yeah, I don't know."

Wild at Rangers | Recap

The Rangers have one goal on 114 shots on goal in four home games. They're 0-4-0.

They have 15 goals on 114 shots on goal in four road games. They're 3-0-1.

"I mean, it's obviously frustrating when you don't win games, especially when you haven't done it at home yet," Zibanejad said. "It's frustrating. We've got to be better."

They could have won Monday even if they were "outplayed," as coach Mike Sullivan said more than once.

It was 1-1 going into the third period, and they had chances in the third period.

No goals, though.

"We have to find a way to bear down in those tight 2-1 games," forward J.T. Miller said. "Let's be honest, we didn't deserve to win, but that was a game we could have stolen. It's happened to us."

Zibanejad had a Grade-A point-blank chance from the slot not long after the Wild took a 2-1 lead on Danila Yurov's first NHL goal at 8:16 of the third period.

It went straight into goalie Filip Gustavsson's glove at 10:34.

"I have to score on that one," he said. "Do I want to? Yeah. But I'm not scoring on that chance. There's a couple more that missed. I have to do a better job of bearing down on the chances that I'm getting."

MIN@NYR: Gustavsson stones Zibanejad with the glove in tight

He had a beauty of a look on the power play earlier in the period, when it was still 1-1.

His shot hit Gustavsson's shoulder.

"I mean, we just have to keep going," Zibanejad said. "We have to. I don't know, do you have a better idea than what we're doing right now? Honestly. Like, I don't know. It's frustrating. I understand you guys have got to ask the questions -- we have to bear down on chances."

Miller said the same thing a few minutes before Zibanejad addressed the media.

"Now, we're not getting I feel like a bounce here and there, but I had two tonight that should have been in the back of the net for me," Miller said. "That game should have been 2-1. We should have been playing with the lead and I didn't bear down."

Miller also had a chance on the power play 72 seconds after Zibanejad's shot hit Gustavsson, but his tip-in attempt at the right post missed the net.

"There were chances, a lot around the net," defenseman Adam Fox said. "It's kind of what we've been saying, you've got to capitalize on them at some point. We can't keep having these tight games that we're on the wrong side of."

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