Pittsburgh ended a two-game skid that had followed 15 consecutive wins.
The teams battled through two scoreless periods before Jokinen put a slap shot past Henrik Lundqvist 30 seconds into the third.
Rick Nash tied it for the Rangers with 4:49 to go in regulation.
Jokinen's shootout goal came in the first round and goalie Marc-Andre Fluery was perfect for the Penguins.
Pittsburgh increased its lead over Montreal for the best record in the Eastern Conference to five points.
The Rangers, who went into the game holding down the eighth spot in the conference standings, had won two in a row.
Fluery had 34 saves and Lundqvist stopped 26 shots.
Notable deaths of 2014 [PHOTOS]