Malkin fired in a slap shot from the slot 3:35 into overtime to give the Penguins their fifth straight win. The winner came with the Kings' Mattias Norstrom in the penalty box for tripping. Malkin also scored in the first period, beating Dan Cloutier with a wrist shot, to become the first NHL player in 89 years with goals in his first six games.
The 20-year-old Russian matched the mark shared by Joe Malone, Newsy Lalonde and Cy Denneny, who each scored in their first six games during the NHL's inaugural season in 1917-18.
Noah Welch tied it with his first goal of the season at the 7:47 mark of the third for Pittsburgh. Mark Recchi and Sidney Crosby each had an assist on the play.
The Penguins led 2-1 early but Dustin Brown it 13 seconds into the second period. Rob Blake tapped in a rebound during a Kings' power play at 4:54 of the second to give Los Angeles a 3-2 lead.
Mike Cammalleri also scored for the Kings. Derek Armstrong had two assists.
Pittsburgh's 18-year-old rookie Jordan Staal netted his fifth goal of the season in the first period.
Notes: Malkin suffered a shoulder injury in the pre-season and missed the first four Pittsburgh games before making his debut on October 18 against New Jersey. The announced crowd of 18,118 was the third sellout of the season for the Kings.