Dan Girardi supplied a goal and an assist for the Rangers, who handed the Penguins a rare home loss in the final contest for each team before the Winter Olympics break.
Henrik Lundqvist turned aside 26 shots as New York recorded a fifth win in six games.
James Neal and Olli Maata each had a goal and an assist for the Penguins, who lost for just the second time in 18 home contests.
2014: NFL Cheerleaders [PHOTOS]
Julius Randle breaks leg during NBA debut