ATLANTA — After playing 13 games this season without partaking in a shootout, the Blues found themselves Sunday in their second one in less than 24 hours.

This one they didn't expect to be involved in, nor should they have been.

The Blues enjoyed a two-goal lead late in the third period and were continuing to mount offense, but Atlanta tied the score with 3½ minutes remaining in regulation and won 3-2 in the shootout.

The Blues' third consecutive overtime game led to a fifth consecutive loss, as the team dropped to 0-2-3 after the Thrashers claimed the shootout 2-0.

The club will return home and resume play Tuesday against the Vancouver Canucks at Scottrade.

"It means we're close ... one point in each of our last three games," said Blues forward David Perron, who had a goal and an assist Sunday. "Sometimes it's just a shot away from winning. Obviously we're not scoring as many goals as we'd like right now, but we're finding a way and we're really working hard at it."

On Sunday, being a shot away could have been boiled down to Ron Hainsey's fluky shot for the Thrashers that ended up in the back of the Blues' net.

The Blues, leading 2-1 at the time, called a timeout with 3:37 remaining in regulation. Atlanta won the face-off and Hainsey controlled the puck. He faded away from the center-ice face-off circle, skated toward the Thrashers' offensive blue line and tossed a bouncing puck in on Blues goalie Ty Conklin.

"The thing just darted left on me," said Conklin, who was otherwise solid in making 38 saves.

Hainsey's second goal of the season tied the score 2-2 with 3:31 left to play.

"It's a tough puck," Perron said. "It happens all the time. (Conklin's) not to blame on that. He had a great, great game and made a lot of great saves for us."

In fact, Perron was partly to blame for the Thrashers' rally.

After handing the Blues a 2-0 lead with 12:52 left in regulation with his fourth goal of the season, a power-play goal, Perron failed to fulfill his defensive assignment on Atlanta's first goal.

Defenseman Tobias Enstrom was left alone in front of the net and buried a wrist shot past Conklin.

"Very frustrating on my part," Perron said. "I didn't do it on purpose obviously, but I let my defenseman go and he got the goal. We were hoping to seal it off."

Andy McDonald, who returned to the lineup after missing two games with an upper-body injury, put the Blues ahead 1-0 with his team-high fifth goal.

McDonald backhanded a shot into an open net after Perron was stuffed by Atlanta goalie Johan Hedberg on a breakaway. The goal came in the second period, which was the team's first goal in the first or second period in its last five games.

After the Blues opened a 2-0 lead on Perron's goal, matching the team's goal output in its last four games, the offense appeared to be looking for more.

"We didn't want to play shutdown in the third," Blues coach Andy Murray said. "We wanted to play attack-oriented hockey ... spend time in their zone. We didn't want to spend time in our zone. It's a situation where if you turn pucks over at their blue line, you're feeding their offense. We did that for a while.

"I don't think there was any (letup). Atlanta is a strong offensive team and the way to play against them is to play in their zone. We spent a little too much time in our zone."

The Blues talked about their third-period defensive lapse in the locker room afterward.

"We've got to be tighter defensively," Blues defenseman Erik Johnson said. "We didn't come as hard we did in the first two periods. Obviously that's something you can't do when you have the lead in the third period ... let the other team dictate the play."

BLUENOTES

In addition to McDonald's return, defenseman Barret Jackman also was back in the lineup after missing 11 games with an ankle injury. ... The Blues gave Keith Tkachuk and Darryl Sydor the day off, calling it a "maintenance day" for the two veterans.