However, they're also confident that if any team can come back from the 3-1 deficit they face in the best-of-seven Eastern Conference semifinal series, it's them.
"We don't have anything to lose right now," Devils goaltender Martin Brodeur said after New Jersey lost 3-2 Wednesday night at Scotiabank Place, leaving them on the brink of elimination heading into Game 5. "Nobody expects us to pull it off, especially against a team like them."
New Jersey returns home to prepare for Saturday's game at Continental Airlines Arena, likely knowing that of 215 playoff series in which a team has fallen behind 3-1, only 20 have come back to win u a feat they'll try and pull off.
"It's an uphill climb, but it's been done before," centre Scott Gomez said. "We have a lot of confidence in this room."
The Devils have been in this situation six times in the past and once, in the 2000 Eastern Conference final against the Philadelphia Flyers, they've been able to rally. It's an experience they'll draw on to try and stay alive against a Senators team that stole home-ice advantage by winning the opening game of the series in New Jersey.
Players like Brodeur and captain Patrik Elias played key roles in that comeback.
"Obviously it's not an easy feat, but we've just got to start next game," said defenceman Colin White, who was also a member of the 2000 team that went on to win the Stanley Cup that year. "We can't change what's happened, we've just got to get refocused and just worry about the next game."
In 2000, New Jersey had to win Game 5 at Philadelphia to stay alive. This time they have the advantage of playing at home.
"That's the goal u just to get back to Ottawa," said Gomez, another veteran of the 2000 team.
White said the Devils will "a lot of hard work and some luck, I guess," in order to stay alive.
They put the effort in Wednesday night, but unfortunately didn't have much of the latter, especially when Dany Heatley scored from a sharp angle to snap a 1-1 tie in the second period and Mike Fisher scored the eventual winner on a harmless looking shot from the slot in the third.
They'll also need to more production after managing just two goals in the past two games, with the power play partly to blame.
The Devils went just 1-for-5 with the man advantage Wednesday and are a combined 1-for-10 in the past two games and 3-for-20 in the series.
"Everyone knows what kind of hole we're in, we're down 3-1," said right-winger Brian Gionta, who had New Jersey's power-play marker. "We've got to win at home and come back here."