Michael Raffl scored for the Stars (2-2-0), who will play their home opener against the Los Angeles Kings at American Airlines Center on Friday.
"This is how tough the League is. We could've got points in all four games," Dallas coach Rick Bowness said. "We could've gone 0-4. That's how tough the League is, that's how tight the League is. So we played well enough to get points in four games, yeah. We'll take the .500.
"That was a really good hockey game tonight. It was a hard-fought hockey game by both teams. For us to play four in six (days) and come in there and play that, that was a hard game, I was very happy with that."
Tristan Jarry made 28 saves, and John Marino scored for the Penguins (2-0-2).
"It wasn't as open of a game. I thought it was a tighter, checking game," Pittsburgh coach Mike Sullivan said. "Dallas defends hard. They block a lot of shots. They have good size. … We had a lot of looks, but based on the amount of offensive-zone time we had in the second period, we would've liked to have generated a little bit more. You have to give Dallas credit."
Joe Pavelski and Alexander Radulov each scored on a backhand in the shootout for Dallas. Jeff Carter scored in the third round for Pittsburgh to briefly extend it, but Holtby denied Jake Guentzel and Kris Letang in the first two rounds.
"Especially early on in the season, [it's good to] really test yourself and test your poise," Holtby said. "I thought we really did that. We stuck to our game plans. Obviously, there are things we want to do better, but a ton of positives to this point."
Raffl gave Dallas a 1-0 lead with 9.7 seconds remaining in the first period. Radek Faksa carried the puck into the Penguins zone and sent a cross-ice pass to Raffl, who shot glove side on a one-timer.