Bryzgalov stopped 14 shots and Andy McDonald and Rob Niedermayer also scored for the Ducks, who dealt injury-depleted Chicago (4-6-0) its fourth consecutive defeat and second straight shutout. Anaheim (8-0-3) and Buffalo are the only NHL teams without a regulation loss this season.
Bryzgalov, making only his third start of the season, posted his second career regular-season shutout. He had three in 11 playoff games last spring, however.
The Blackhawks played without four of their top players. Forwards Martin Havlat, Michal Handzus and Tuomo Ruutu, and goalie Nikolai Khabibulin are all out with injuries.
Chicago's Brian Boucher started for the second straight game in place of Khabibulin and made 19 saves.
Anaheim had the best chance in the scoreless first period with just 15 seconds remaining. Todd Marchant was unable to get his stick on a loose puck at the edge of the crease with Boucher down and out of position.
Chicago's Brent Seabrook knocked a rebound past Bryzgalov at 1:17 of the second period. However a video review determined that the puck didn't completely cross the goal line before Bryzgalov swept it out with his glove.
The Blackhawks wasted a one-minute, 50-second 5-on-3 power play early in the second period, managing only one shot on goal during the span.
The Ducks failed to score during a one-minute, 42-second 5-on-3 advantage midway through the second.
But Penner's even-strength goal, with 8:25 left in the period, gave Anaheim a 1-0 lead. From just in front of the crease, he swatted in a rebound of Scott Niedermayer's shot from the right point.
McDonald's power-play goal at 2:18 of the third made it 2-0. From the right circle, he one-timed Corey Perry's cross-ice pass in off Boucher's pads.
Rob Niedermayer banged in a rebound of Samuel Pahlsson's shot just over two minutes later to extend the Ducks' lead to 3-0.
Notes: Ruutu, who suffered a sprained knee in the pre-season, could return this week. ... LW Karl Stewart, claimed off waivers from Pittsburgh on Thursday, made his debut with Chicago. ... Three Ducks - LW/C Travis Green, RW Stanislav Chistov and D Ian Moran - were healthy scratches for the 11th straight game. ... Anaheim LW Todd Fedoruk missed the game with a facial injury, suffered Friday night when he was punched in Minnesota. RW Shawn Thornton was recalled from Portland of the AHL to fill his spot and played Saturday.