The center missed the first two with an undisclosed injury.
Pittsburgh evened the best-of-7 series with a 2-1 win in Game 2 on Tuesday after losing Game 1 4-3 in overtime Sunday.
Before missing Game 1, Malkin practiced Saturday but did not take line rushes or participate in power-play drills. On Monday, Malkin stayed on the ice for 46 minutes after practice, mostly working with skills coach Ty Hennes.
The Penguins did not practice Wednesday, when they traveled to New York. Malkin and goalie Casey DeSmith (lower body), who did not travel, did not skate Wednesday, coach Mike Sullivan said.
Malkin missed 23 games with a lower-body injury before returning May 3 against the Philadelphia Flyers. He remained on the bench for the final 8:48 of the season finale after feeling he tweaked something against the Buffalo Sabres on May 8.
Jeff Carter has played second-line center in place of Malkin the first two games of the series. Carter has one goal and one assist.
Malkin scored 28 points (eight goals, 20 assists) in 33 regular-season games.
