Zach Parise had two goals, and Marcus Foligno scored for the fifth time in five games for the Wild (20-20-6), who have lost four straight (0-3-1). Devan Dubnyk made 22 saves.
"We've got to just come to work tomorrow, forget this and let's get back at it," Wild coach Bruce Boudreau said. "This is what we did early on in the year, is we said 'Woe is me' on our mistakes and then it goes for a big slide. We have to end the slide now, no matter who we're playing."
Malkin put Pittsburgh ahead 1-0 with a power-play goal at 7:57 of the first period.
Jared McCann made it 2-0 at 17:57. John Marino found Dominik Simon in the right face-off circle, and McCann redirected a pass from Simon in the crease.
Bryan Rust extended the lead to 3-0 with a snap shot from the slot at 14:04 of the second period off a drop pass by Malkin.
Malkin made it 4-0 with a shot off the stick of Minnesota defenseman Ryan Suter on the power play at 15:05.
Crosby had the secondary assist on each of Malkin's goals.
"[Crosby] is captain. We know how important [he is]," Malkin said. "He's like our leader. He's like a great player, great teammate. You see tonight, we're so much better with him."
Parise scored on a wrist shot from the left circle to cut it to 4-1 at 17:17.
Foligno tucked a shot around Jarry's right pad to make it 4-2 at 2:15 of the third period.
"Our start was fine," Foligno said. "We didn't really give them too many chances. They capitalized on the chances we gave them, capitalized on our mistakes. Those were our mental, kind of, blips. That's something that we have to learn to play a full 60 (minutes), but just start games and be mentally ready. It just seemed like we were shooting ourselves in the foot."
Crosby scored on a backhand to make it 5-2 at 7:41 before passing off the back of the Wild net to himself, working around Minnesota forward Ryan Donato and feeding Simon, who made it 6-2 at 8:20.
Alex Galchenyuk extended the lead to 7-2 with 3:03 remaining.
Parise scored on the power play with 11 seconds left for the 7-3 final.
