Andrew Peeke and Jack Roslovic each had a goal and an assist, and Jet Greaves made 26 saves for the Blue Jackets (21-31-10), who were coming off a 6-3 win at home against the Vegas Golden Knights on Monday.
Columbus has lost 14 straight games in Pittsburgh (0-9-5) since a 2-1 win on Nov. 13, 2015.
“We don't really talk about it, to be honest,” Blue Jackets defenseman Zach Werenski said. “It's one of those things where I'm aware of it, but it's one of those things, before the game, no one mentions it. It's just a game we want to go out there and win.”
Jesse Puljujarvi put Pittsburgh ahead 1-0 at 13:33 of the first period. He took a pass from Graves in the left circle, skated through the slot and beat Greaves with a wrist shot for his first goal with the Penguins since signing a two-year contract on Feb. 4.
Malkin made it 2-0 at 18:57 with a slap shot from the right circle after Smith sent him with a touch pass between his legs at the blue line.
Smith reached 500 NHL points with the primary assist on the play. He has 502 points (211 goals, 291 assists) in 818 games.
"It means a lot, to be honest,” Smith said. "I would have been happy with one growing up. Time goes by fast and you just try to enjoy every moment. It's pretty special.”