The Penguins trailed 5-4 coming into the final period after two second-period goals by the Jets' Evander Kane.
But Evgeni Malkin -- just back from a nine-game injury absence -- scored the equalizer 8:29 into the third and Niskanen followed 4 minutes later with a wicked shot from the right point that sailed past Jets goalie Al Montoya for the decisive score.
Malkin and James Neal each notched two goals and an assist for the Pens, who tied a club record for consecutive home wins.
Kane finished with two goals and an assist for Winnipeg, which absorbed a 13th straight loss at Pittsburgh.
Jacob Trouba, Mark Scheifele and Blake Wheeler each scored and Montoya yielded six goals on 39 shots.
2014: The Year in Music [PHOTOS]