During a two-on-one, Vanek tried to pass the puck from along the right-wing boards to teammate Nathan Paetsch in the slot, but the puck deflected off a Tampa Bay defender into the net with 40.5 seconds left.
Vincent Lecavalier gave the Lightning a 3-2 lead on a wrist shot from the right circle during a five-on-three power play at 6:14 of the third. The Sabres pulled even at three when Paetsch stopped a personal 22-game goal-scoring drought from the low left-circle with 6:47 remaining in the period.
Maxim Afinogenov and Paul Gaustad had the other Buffalo goals.
Vinny Prospal and Michel Ouellet also scored for the Lightning. The loss was Tampa Bay's first at home in six games this season.
Prospal and Ouellet scored one minute, 20 seconds apart early in the second to put Tampa Bay ahead 2-0. Prospal has nine goals in nine games this season.
Less than two minutes after Buffalo goalie Ryan Miller made a strong save on Prospal's in-close shot, Afinogenov got the Sabres within 2-1 at 9:30 of the second. Gaustad tied it at two on a power-play goal with 5:32 left in the period.
Notes: The Lightning, 0-3 on the road this season, start a three-game road trip Monday at the New York Rangers. ... Tampa Bay D Dan Boyle (wrist surgery) continues working out with the team and could return to the lineup in the near future. ... Free agent D Nolan Pratt practised with the Sabres this weekend on a tryout basis. Buffalo is without injured D Jaroslav Spacek (shoulder) and D Dmitri Kalinin (knee).