That's because that chef happens to be the Swedish Chef from the Muppets, and Lundqvist is from Sweden.
Lundqvist also made a surprise appearance on Late Night with Jimmy Fallon last week, but now that the NHL lockout is over, he can finally get back to hockey.
Video via ESPN. H/T Sportress.
Related: Henrik Lundqvist rocks out with guitar on 'Late Night with Jimmy Fallon'