Jean-Gabriel Pageau scored, and Craig Anderson made 26 saves for Ottawa (8-4-5), which lost for the first time in three games.
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Center Matt Duchene had five shots on goal and a minus-1 rating in 17:31 in his home debut with the Senators, who played their first game in North America since defeating the Colorado Avalanche on Friday and Saturday in the 2017 SAP NHL Global Series in Stockholm. Duchene was acquired from the Avalanche on Nov. 5 in a three-team trade that also involved the Nashville Predators.
Murray's best save came against Mike Hoffman during an Ottawa power play at 13:48 of the first period. Hoffman one-timed Mark Stone's no-look, backhand pass across the slot, but Murray stopped it with the palm of his blocker hand as he rolled across the crease to keep it 0-0.
"I played [Stone] a little too aggressively on the right side there," Murray said. "I tried to get my stick on the pass and just missed it. I knew Hoffman was over there waiting for a one-timer. He's a lefty. I just tried to kind of barrel-roll over there.
"I just tried to get whatever I could over there and still track it, still react to it. I was able to get my blocker on it. A bit lucky, but a good battle save, I guess."
Penguins captain Sidney Crosby said it was the turning point of the game.