Matt Murray stopped all 38 shots he faced as the Penguins shutout the Maple Leafs 3-0 in Toronto.
Evgeni Malkin scored late in the first period to give Pittsburgh a 1-0 lead.
Malkin and Kris Letang added empty netters in the third to secure the victory.
The Pens have earned at least one point in five of their first six games.
Frederik Andersen made 36 saves for the Leafs, who saw their five-game winning streak come to an end.
Toronto was held scoreless for the first time this season as their record falls to 6-2-0.
The Leafs will host the Blues Saturday night.