Brandon Duhaime and John Carlson scored for the Capitals (7-7-1), who have lost the first two games on their four-game road trip. Thompson made 16 saves.
"Obviously I think from puck drop I think we came out hard, their first two goals were fortuitous bounces," Thompson said. "Unfortunately, the third one is a mental error ... he just handcuffed me. ... I'll take responsibility for that third one. We're in a little slump right now. We've got to keep working our way out of it. Tonight's game we were one little error from at least getting at least a point in overtime. Unfortunately, that was my error."
Duhaime gave Washington a 1-0 lead at 4:06 of the first period with a wrist shot from the side of the goal line that deflected off Vasilevskiy's pad and into the net.
"Same old song, I thought we did some good things tonight," Washington coach Spencer Carbery said. "I think the numbers will say we've got the better of the looks. It was tight. It was a hard-fought game on both sides. Did a lot of good things and just finding a way to lose games. You've got to find ways to get on the other side of these games and right now we're not."
Emil Lilleberg tied it 1-1 at 6:07 with a chip shot from the hashmarks off a pass from Guentzel. Lilleberg didn't connect with a clean shot and the puck knuckled past Thompson.
Guentzel's power-play goal at 15:09 gave Tampa Bay a 2-1 lead. Victor Hedman took a slap shot from the point that deflected off of Guentzel's knee and into the net.
"We dug down deep in the third and did whatever it took to win that game," Guentzel said. "We're playing our system and doing whatever it takes. And we've got a world-class goaltender back there to help out. It was just a good team effort.”