Jordan Staal was credited with the fluky winning goal with 9:41 left and the Penguins beat Atlanta 2-1 on Saturday.
"It was some kind of monkey puck or something," Lehtonen said. "It started climbing the side of the net and then it hit my pad and went in.
"It's just weird, weird stuff."
Staal scored the winner despite standing near the left-wing corner behind the goal line and not trying to shoot the puck.
Ryan Malone dumped the puck into the corner, and Staal was just trying to move it along behind the net while he was tied up with Atlanta defenceman Greg de Vries. The puck squirted toward the net and found a way to bounce off the outside of the goal post and the back of Lehtonen's skate and into the net.
"It just snuck off the sole of my stick," Staal said. "I was actually pretty mad that I missed it and I guess I put enough spin on it for it to bounce off the leg and in.
"I was trying to stop it and it just went right over my stick. It must be the fans or something, when all those people are cheering for us the good bounces are going to go our way."
The Thrashers weren't in the mood to chalk Staal's 29th goal up to positive karma. Atlanta has lost seven of its past 10 on the road.
"I wouldn't change anything that I did," Lehtonen said. "It was just tremendously bad luck, and it costs us a lot. I'm sad. I think I was able to make some good saves today but then a puck goes in like that and we go home with zero points. That's the bottom line."
Backup goalie Jocelyn Thibault stopped 25 of 26 shots and Michel Ouellet also scored for the Penguins, who snapped a two-game losing streak and stayed two points behind Atlantic Division-leading New Jersey.
Scott Mellanby scored for first-place Atlanta, which stayed two points ahead of the Tampa Bay Lightning in the Southeast Division.
"It's part of hockey," Mellanby said. "Bad bounces happen."
Ouellet scored the game's first goal less than eight minutes into the game after shots by Gary Roberts and Evgeni Malkin were stopped by Lehtonen and the puck caromed to Ouellet. It was his 17th of the season.
Mellanby tied the game by putting in a rebound of de Vries' shot with 13:42 left.
Thibault, who was making his eighth appearance in the team's last 18 games, made two of his best saves on back-to-back opportunities by Thrashers' sniper Ilya Kovalchuk late in the second period.
The Penguins lost to the New York Rangers on Monday when Jaromir Jagr scored from behind the net with a bouncing puck that found its way past Thibault during the final minute of play.
"It's funny how life is," Thibault said. "We had a funny goal scored against us in New York to lose the game and here we are tonight, we got a break late in the game and we'll take it."
Pittsburgh had lost two straight after a five-game winning streak.
"Consistency that's the biggest part," said league scoring leader Sidney Crosby, who was held without a point for the third consecutive game. "Sometimes you slip up, there's little bumps in the road but you deal with it and you try to get through it. It's important not to let your game slide and change how you play and get into bad habits and things like that."
The Penguins had 28 shots, marking the first time in nine games Atlanta did not allow an opponent at least 30 shots.
"I thought we played well," Atlanta coach Bob Hartley said. "We didn't give them much.
"Both teams played very hard and it came down to a lucky bounce. Obviously, we're very disappointed with the result but pretty happy with the game."
Notes: Penguins RW Colby Armstrong and C Maxime Talbot each left the game for a time early in the game because of injuries but returned later in the first period. ... Atlanta LW Jon Sim missed his first game this season. He had facial surgery Friday and is out indefinitely. ... Pittsburgh has a winning record against every division except the Southeast.