Sabres coach Lindy Ruff admittedly is baffled by the situation.
"We've played pretty good hockey on the road and we've made some big mistakes and played a couple of real bad games at home," said Ruff, whose team dropped a 4-2 decision to Ottawa at home on Friday night.
The good news for the Sabres was this was the start of a four-game road trip that will also include stops in Philadelphia, Atlanta and Dallas.
"You have to be a good road team in this league to get points," veteran Sabres forward Michael Grier said. "To make the playoffs and get toward the top of your division and the conference, you have to win at home, so we are going to have to figure that out sooner or later."
Zach Parise scored for the struggling Devils, who played a lackluster game with Kovalchuk benched and Martin Brodeur supposedly getting his first night off.
MacLean, who is winless at home (0-4-1) and 2-5-1 overall, refused to say why Kovalchuk was benched.
"That's between him and I," MacLean said. "That was my decision."
MacLean plans to decide Sunday whether Kovalchuk, who signed a 15-year contract in the offseason, will play later that night against the Rangers in New York.
"I take responsibility for all the decisions that I make," he said. MacLean noted that Kovalchuk knows why he was benched.
Kovalchuk wasn't in the locker room after the game.
Miller's best saves were on Jason Arnott's blast in the opening frame and a shot from the left circle by David Clarkson in the second. Parise scored on a rebound with just over eight minutes to play.
Hedberg, signed in the offseason, had an awful night. He didn't last long while standing in for Brodeur, who recorded his NHL-best 112th career shutout against Montreal on Thursday.
"That was not the start I wanted," said Hedberg, who gave up four goals on 13 shots. "I wanted to come out and have a good start, and that's not the way it played out."
The Devils gave Hedberg nothing to do for almost the first seven minutes, and then the veteran let them down on the Sabres' first shot. Stafford took a pass from Ennis and wristed a shot from the top of the right circle past Hedberg for a 1-0 lead at 6:57.
"That's my goal," Hedberg said. "I got caught a little in between and didn't get down fast enough, so that's something I have to stop. Miller played really strong in the beginning and made some great saves to keep us off the board and then they get that one I have to have, so that's a tough start."
Hedberg didn't have a chance on Myers' goal a little less than 10 minutes later. Grier made an excellent pass from the left corner, and the young defenseman beat Hedberg from between the circles.
Hedberg lasted only 8:17 into the second period, giving up goals to Ennis, Kaleta and Vanek before the angry crowd started chanting "Marty." The fans then let out a roar when Brodeur left the bench and took over.
Ennis stretched the lead to 3-0 at 3:10, deflecting a pass from former Devils forward Rob Niedermayer while standing on the edge of the crease. A giveaway by former Sabres defenseman Henrik Tallinder set up the goal.
Kaleta scored on a big rebound at 8:17, and that was it for Hedberg.
Vanek had a tap-in goal on a power-play pass from Derek Roy late in the second period. He got his second of the game and third of the season shortly after Parise ended Miller's bid for his first shutout of the season.
Devils LW Rod Pelley broke his nose in the first period after being hit by a deflected shot by Arnott. He returned for the third period. ... Niedermayer, who played with the Devils last season, had two assists for his first points with Buffalo. ... LW Alexander Vasyunov was recalled by New Jersey from Albany (AHL) before the game. ... Sabres captain Craig Rivet was out with a shoulder injury.