The Capitals’ Evgeny Kuznetsov checks Golden Knights defenseman Shea Theodore into the boards during the first period of Vegas’s 3-0 win Saturday night. (John Locher/Associated Press)

What happens in Vegas stays in Vegas, right?

The Washington Capitals certainly hope that adage is true after they were skated off the ice at T-Mobile Arena on Saturday night. In their first game against the Vegas Golden Knights, the Capitals lost, 3-0, allowing all three goals amid a miserable first-period effort that decided the outcome.

The result wasn’t entirely surprising, considering this was Washington’s second game in as many nights and started less than 24 hours after the Capitals lost in overtime at Arizona on Friday. Meanwhile, the Golden Knights were well rested, having not played since Tuesday. But that alone wasn’t enough to excuse the Capitals’ sloppy play in the first period, when they allowed 17 shots on goal and often granted Vegas clear passage straight to the net.

“We just weren’t mentally prepared to work, to skate or anything,” Capitals goaltender Braden Holtby said. “Against a team like that, you can talk about them and how they’re a first-year team and you don’t know a lot about them, but you do know. It’s the halfway point, and you know what they play like. Everyone sees it; they work. We didn’t work.”

With the win in Dallas on Tuesday and the overtime loss at Arizona, Washington finished this road trip with three points out of a possible six, and the Capitals entered the NHL’s Christmas break with a 22-13-2 record and 46 points, good for a share of second place in the Metropolitan Division.

That should offer some solace for the Capitals, who might just write this game off as a schedule loss down the road. But in the first period Saturday night, Vegas, an expansion franchise, dominated Washington, and the already fatigued Capitals could not recover. That it was a loss to this opponent, directed by former Washington General Manager George McPhee, might have stung the most.

“They pressured us into mistakes,” Capitals defenseman Matt Niskanen said. “They have a quick lineup, and they came after us and forced us into turnovers, and we didn’t execute well enough out of our zone to give ourselves a chance in the first. That’s where they won the game.”

The trouble began early. Capitals center Jay Beagle won a defensive-zone faceoff, pulling the puck back for rookie defenseman Christian Djoos. As the Capitals started skating up the ice, Djoos attempted to make a pass up to John Carlson, but the puck caromed off Carlson’s skate and right to Golden Knights forward Brendan Leipsic. Holtby stopped Leipsic’s shot, but Alex Tuch scored on the rebound for the first goal just 2:37 into the game.

After last season, the Capitals had penciled in the smooth-skating Nate Schmidt to play beside Carlson in the team’s top-four defense corps. But the Capitals left Schmidt exposed in the expansion draft, and Vegas swiped him. Although he struggled to crack Washington’s lineup after the team acquired Kevin Shattenkirk in late February, Schmidt is leading the Golden Knights in ice time, and Capitals fans understandably lament losing him.

Washington’s blue line has improved during the season, but the team has had to lean on rookies such as Djoos and Madison Bowey. Djoos, in particular, has been getting more ice time beside Carlson lately, and the pair was scored on twice in the first period.

“I thought our defense real early were real sleepy back there,” Capitals Coach Barry Trotz said. “Some of it’s on them, and some of it’s on our forwards. Our forwards didn’t give them a lot of support.”

The turnovers continued when rookie Jakub Vrana’s giveaway gave James Neal an open look directly in front of the net. Fortunately for the Capitals, Neal mishandled the puck. Unfortunately for Washington, Tom Wilson’s pass then was picked off by Tomas Nosek, and the Golden Knights barreled down the ice on a four-on-two. Oscar Lindberg beat Holtby to the glove side to make it a two-goal game at 7:39.

The third goal was a show of Vegas’s skill. Reilly Smith’s pass went through Evgeny Kuznetsov’s legs and landed in William Karlsson’s wheelhouse for a one-timer goal 14:55 into the period. The collection of Capitals fans who had traveled to Sin City for the game at least still had the local attractions to console them at that point.

“I think if it was not [Holtby in goal], it would be like 10-0 maybe,” captain Alex Ovechkin said.

“They could have continued on the rest of the game if they wanted to, but they played it very smart,” Holtby said of the Golden Knights. “After they got that third goal, they just kind of got pucks in, didn’t give us anything, and that’s a good team over there.”

Washington played better in the second and third periods, but Golden Knights goaltender Marc-Andre Fleury was sharp, stopping a T.J. Oshie shot on a two-on-one and two close-range opportunities from Beagle. For the fourth straight game, the power play was ineffective: The Capitals had just two perimeter shots on four man-advantage opportunities.

Fleury stopped 26 shots in all, and Washington was shut out for the first time since a 2-0 loss to Toronto on Oct. 17.

In Las Vegas, the house always wins.

“It’s a great building to play,” Ovechkin said. “The atmosphere, just the beginning and in warmup, you feel like, ‘Wow.’ It’s cool. It’s great, and it’s good for players. They know how to make a show. We were too much excited, I think, and a little bit nervous.”