Crosby gave the Penguins a 1-0 lead at 5:27 of the second period after he buried a backhand shot past Sorokin’s blocker from the slot. Rickard Rakell stripped Scott Mayfield of the puck before Malkin directed it to Crosby.
The goal was upheld after the Islanders challenged for offsides.
Palmieri tied the game 1-1 after he batted the puck out of the air from the front of the net at 12:21 of the second. Horvat’s point shot was deflected at the front of the net and fluttered into the air before Palmieri tracked it and scored.
Malkin gave the Penguins a 2-1 lead at 13:37 of the second after he buried a one-timer from the right face-off dot on the power play.
Michael Bunting extended the lead to 3-1 at 7:44 of the third period on a breakaway. Jesse Puljujarvi drove down the right side and found Bunting cutting to the net.
Simon Holmstrom scored on the power play at 9:41 of the third period to make it 3-2. With the puck loose at the top of the crease, Holmstrom corralled it and lifted a backhand into the net.
“It [stinks]. It's frustrating,” Nedeljkovic said. “We played a great first two periods. I thought we took it to them and, just, I don't know. It's tough to swallow. Got a point out of it, I guess. [We’ll just] try to take the positives away from it.”