The Penguins won their fourth in a row and picked up ground on all three times ahead of them in the Atlantic Division. Pittsburgh trails the division-leading Rangers by eight points.
The score was tied 1-1 heading into the third period, but Richard Park beat Henrik Lundqvist 2:23 into the stanza to give the Penguins the lead. Malkin then scored on a backhander at 7:10 and added an empty-net goal with 1:40 to play.
Malkin has 24 goals for the season.
Marc-Andre Fleury made 25 saves to help keep the Pittsburgh winning streak alive.
Lundqvist gave up three goals on 32 shots.