Born in Gothenburg, Sweden, Lehner learned how to goaltend from his father, who personally coached Henrik Lundqvist, and began playing hockey in the J20 SuperElit league.

Lehner left a game in March 2018 with what was later revealed to be a panic attack, caused by undiagnosed bipolar disorder and an alcohol addiction that had begun when he sustained a concussion in Ottawa.

After spending time at a drug rehabilitation facility, Lehner signed a one-year contract with the Islanders for the 2018-19 season, which culminated in his first William M. Jennings Trophy, an award he shared with teammate Thomas Greiss.

[18] Although he was scheduled to open the 2010–11 season in Binghamton, injuries to both Ottawa's starting goaltender Pascal Leclaire and top prospect Mike Brodeur forced the Senators to call Lehner up to the NHL as a backup for Brian Elliott.

[19] He made his NHL debut on 16 October 2010, stopping all three shots he faced in the five minutes at the start of the third period during which Elliott needed to repair his broken skate blade.

[27] Lehner expected a longer call-up on 23 February after starter Craig Anderson slashed his hand open in a cooking incident, an injury that required surgery and extended recovery time,[28] but he was sent back down on 5 March to allow Ben Bishop a chance to skate in the NHL.

[38] Lehner also made his first NHL postseason appearance in Game 2 of the 2013 Eastern Conference Semifinals, where he and Anderson were on the receiving end of a Sidney Crosby hat-trick in a 4–3 defeat to the Pittsburgh Penguins.

[55] In the third period of his shutout game, Lehner was involved in a fight that began when Columbus forward Boone Jenner delivered a hit on Buffalo defenceman Zach Bogosian.

[59] Although Lehner had a .914 save percentage and .266 GAA in November, poor offence from Buffalo meant that the goaltender was 1–6–3 in that ten-game stretch, and fans began calling for Nilsson to receive more playing time.

[60] His frustration mounted as the season progressed, and following a 4–2 loss to the Toronto Maple Leafs in February, Lehner lashed out at his teammates, saying that their style of play was "disrespectful", particularly towards coach Dan Bylsma, who "is drawing it up there, coming up with good game plans and we do the exact opposite".

[65] Lehner suffered many of the same issues during the 2017–18 season as he had the year prior, with poor Buffalo offence leading to losses despite his strong goaltending efforts, particularly at the KeyBank Center.

[70] The New York Islanders, who were seeking a complementary goaltender to Thomas Greiss following Jaroslav Halák's departure in free agency, signed Lehner to a one-year contract worth $1.5 million on 4 July 2018.

[72] In his season debut on 8 October, Lehner stopped all 35 shots he faced from the San Jose Sharks, becoming the first Islanders goaltender to record a shutout in their first game for the team.

[73] While Lehner's openness about his history of addiction made him a fan favorite on Long Island, he also put together the best year of his career up until that point, going 25–13–5 with a 2.13 GAA, .930 save percentage, and six shutouts.

[74] At the end of the regular season, Lehner and Greiss won the William M. Jennings Trophy, given to the goaltending staff of the NHL team that allows the fewest regular-season goals.

[84] Rather than having Lehner back up Corey Crawford or unseat him as Chicago's starting goaltender, head coach Jeremy Colliton decided to platoon the pair, giving both men roughly equal playing time.

[88] On 29 December 2019, Lehner, who altered his goaltending technique and claimed to have been distracted by a story that teammate Zack Smith told him beforehand, won his first shootout of the season, stopping two out of three shots from the Columbus Blue Jackets.

[93] Backing up Marc-André Fleury, Lehner only had the opportunity to start three games for Vegas, during which he went 3–0–0 with a 1.67 GAA and .940 save percentage, before the COVID-19 pandemic forced the NHL to prematurely suspend the 2019–20 season on 12 March 2020.

[96] Lehner's three shutouts against the Vancouver Canucks during the Golden Knights' second-round playoff series, including a series-clinching 3–0 victory, impressed DeBoer enough to give him the nod for the Western Conference finals as well.

[99] The following week, he underwent a simple "clean-up surgery" on his shoulder, with general manager Kelly McCrimmon confident that Lehner would arrive at training camp fully healthy.

[105] He allowed seven goals in a loss to the Colorado Avalanche and did not start again until Game 4 of the Stanley Cup Semifinals, where he made 27 saves in the 2–1 overtime victory over the Montreal Canadiens.

[107] When Fleury was unexpectedly traded to the Blackhawks on 28 July 2021, Lehner became the Golden Knights' de facto starting goaltender for the 2021–22 season, a departure from the platoon role that he had taken ever since his time with the Islanders.

He first sustained a lower-body injury on 19 December in the Golden Knights' game against the Islanders,[110] returning on 6 January to make 18 saves in Vegas's 5–1 win over the New York Rangers.

[113] One week later, after making 19 saves in a 2–1 loss to the Philadelphia Flyers, Lehner was sent back to Vegas in the middle of the Golden Knights' road trip to undergo injury evaluation.

[122][123] The following year, he was Sweden's starting goaltender at the 2009 IIHF World U18 Championships in Minnesota, helping the team to a fifth-place title while recording a 2.80 GAA and .916 save percentage.

Although he was originally Sweden's starting goaltender at the 2016 World Cup of Hockey, Lehner had to be replaced by Jhonas Enroth after suffering an ankle injury during the previous NHL season.

Lehner has attributed this decision both to his large size, which allows him to cover more of the net even without moving, and to the injuries that he received as a younger goaltender employing a more traditional butterfly style.

[131] In order to limit unnecessary movement in front of the ice, Lehner uses a technique that he calls "calculated cheating": before games, he will watch videos of opposing skaters in search of any visual cues that they frequently employ before shooting.

[134] Listed at 240 pounds (110 kg) on the NHL website, Lehner has made an effort to lose weight over his hockey career, both to increase his speed on the ice and to limit injuries.

Lehner's undiagnosed mental illness and subsequent self-medication caused him to suffer suicidal ideation on multiple occasions, and in 2018, he entered a drug rehabilitation facility to address these longstanding issues.