Martin spent his entire six-year career with the Devils before signing with the Penguins in the off-season. He made his old team pay in their first meeting, assisting on Mark Letestu's second-period goal to make it 2-0 Pittsburgh.
The defenseman added an empty-netter to seal the victory and back Brent Johnson's 30-save performance in nets.
Alex Goligoski got the other goal for the Penguins, who notched their first victory of the season.
The Devils remained winless, with two losses and a tie to open the season. Patrik Elias scored their only goal and Martin Brodeur stopped 30-of-32 shots in the loss.