Malkin, the NHL's reigning Hart Trophy winner, signed a deal with Metallurg of the Kontinental Hockey League, the team announced.
The KHL last week set up rules whereby locked-out NHL players can sign contracts including clauses voiding the deals when the North American league resumes play.
Also signing with Metallurg Sunday was Ottawa Senators defenseman Sergei Gonchar.
NHL owners locked players out of training camps at 12:01 a.m. Sunday after the two sides failed to negotiate a new collective bargaining agreement to replace the former deal, which expired Saturday.
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