Mikko Koivu had a goal and an assist, and Devan Dubnyk made 29 saves for the Wild (18-17-3). Minnesota is 1-5-1 in its past seven games and 4-10-1 in its past 15.
Koivu scored with a wrist shot on the power play at 5:27 of the first period for a 1-0 lead. He tied Marian Gaborik for most power-play goals in Wild history (59).
Kessel passed backdoor to Crosby for a tap in to tie it 1-1 at 15:43. Crosby, who played his 900th NHL game, has 10 points (two goals, eight assists) in a four-game multipoint streak.
Kessel deflected Crosby's shot with 21 seconds left in the period for a 2-1 lead. Kessel has 10 points (three goals, seven assists) in a four-game point streak.
"[Kessel's] making plays," Penguins coach Mike Sullivan said. "Phil's a really good offensive player. He has good instincts. When he has some time and space, he's as good a playmaker as there is in the League, and he can shoot the puck, as well, himself. ... We're trying to put him in offensive situations to allow him to play to his strengths."
Riley Sheahan made it 3-1 with a wrist shot at 10:19 of the second period.
Zach Parise got the Wild within 3-2 with 4:05 remaining. The Wild have scored 10 goals in their past seven games.
"It's really frustrating for us as a group," Parise said. "You can probably recycle the same stuff we've said postgame for the last two, three weeks. Just we're not converting. That's the story right now."