Malkin, who came into the game as the NHL's leading scorer with 62 points, found the net late in the second period and helped out on two goals from Kris Letang as well as tallies by James Neal and Chris Kunitz.
Letang added an assist, Jordan Staal scored in his first game back from a knee injury and Kunitz chipped in three assists for the Penguins, who won for only the second time in five games.
Marc-Andre Fleury made 20 saves in the victory.
Ondrej Pavelec, meanwhile, stopped 31-of-39 shots for the Jets, who had won two straight coming in.
Bryan Little, Tim Stapleton and Dustin Byfuglien all collected a goal and an assist in the loss.