Kovalchuk took the first star honours after leading all NHL scorers with eight points (six goals, two assists) in four games as the Thrashers went 2-0-2.
Brodeur was named second star after posting a 2-1-0 record, 1.34 goals-against average and .950 save percentage in three games, including consecutive milestone shutouts.
He recorded his 82nd career shutout in a 2-0 win over Florida on Oct. 26, tying Jacques Plante for fourth on the all-time list, and passed him the next night when the Devils beat Columbus 1-0.
Malkin earned the third star after collecting two goals and three assists in two games. He has scored in each of his first five NHL games, the first player to do so since Boston's Dmitri Kvartalnov in 1992-93.
Starting this season, the league recognizes three players who delivered top performances each week rather than naming offensive and defensive players of the week.