Lars Eller scored twice, and Alex Nedeljkovic made 31 saves in his season debut for the Penguins (3-4-0). The goalie was activated from injured reserve and assigned to Wilkes-Barre/Scranton of the American Hockey League on Thursday and recalled by Pittsburgh on Saturday.
"They've got some high-powered offensive guys that can make you pay for it, and they did just that," Nedelijkovic said. "They got a couple bounces as well. All in all, we played fine, but obviously not good enough to win."
Kevin Hayes scored on the power play to give the Penguins a 1-0 lead at 1:30 of the second. Rickard Rakell's cross-slot pass found Hayes at the side of the net for a one-timer.
"I thought we did some good things," Penguins captain Sidney Crosby said. "Obviously, we're just giving too much up. I think we can't give up what we've been giving up and expect to win consistently. Defensively, we've got to find another level."
Eller put Pittsburgh ahead 2-0 at 5:21, finding a loose puck on the rebound of a redirected shot from Erik Karlsson.
Kyle Connor cut it to 2-1 at 12:18 on a 6-on-5 advantage from a delayed penalty call. Moments after Nikolaj Ehlers was tripped inside the Penguins zone, he set up Connor for a shot from the inside the face-off dot.
"I thought we did a good job answering once they had that lead on us," Appleton said. "Just kind of a game of waves and momentum changes. Glad we stuck with it and fought until the end there."