Jarry made five saves on a Rangers power play after Marcus Pettersson was called for cross-checking at 8:20.
"Both guys were awesome tonight," Pittsburgh forward Jeff Carter said. "[Jarry] made some huge saves for us at really key times. He was a huge part of our win. On the flip side, it's not fun going against that guy (Shesterkin), he's a heck of a goalie."
Sidney Crosby nearly put the Penguins ahead at 5:27 of the second period. After Rangers defenseman Adam Fox blocked a shot by Jake Guentzel, the puck went to Crosby in the slot for a wrist shot Shesterkin saved.
Shesterkin denied Pittsburgh again at 7:51, doing a split for a glove save on a snap shot from Danton Heinen.
"I thought it was a more physical game than some games we've had in the recent stretch here," New York forward Barclay Goodrow said. "It was fun. It was the closest to a playofflike physicality that we've had. Tight checking. I think both teams allowed under 30 shots. It could've gone either way. There's a lot of good to take away."
Pettersson broke up a chance for Ryan Strome at 12:31. Jacob Trouba attempted a pass to Strome alone just outside the crease, but Pettersson dove to prevent a chance to shoot at an open net.
"I think they played a better second period," Trouba said. "We were expecting them to push back. It's a good team. It was a good game. Both goalies played well. It's a 1-0 game. I'm not saying we deserved to win, but it could've gone either way. It's one of those games you don't think about much. Kind of move on."
NOTES: Penguins defenseman Mike Matheson, who is week to week, missed his first game with an upper-body injury. Pittsburgh used the same six defensemen in 40 straight games before Matheson's injury. … Defenseman Mark Friedman had one shot on goal and one block in 12:11 of ice time during his first game with Pittsburgh since Jan. 8, when the Penguins used 11 forwards and seven defensemen against the Dallas Stars. Friedman was recalled from a conditioning assignment with Wilkes-Barre/Scranton of the American Hockey League on Friday. … New York was shut out for the first time since Dec. 12, a 1-0 loss to the Nashville Predators.