Pietrangelo tied it 2-2 at 8:19 when a pass from Jonathan Marchessault sent him in alone for a wrist shot to the right of the net.
"It was a rough start, but I thought our second period was really good," Marchessault said. "I feel like we lost our swagger a little bit when they got the go-ahead lead. We sat back."
The Golden Knights outshot the Penguins 37-17 in the final two periods after being outshot 16-5 in the first.
"We're going to concentrate on the really good things we did tonight," Vegas coach Peter DeBoer said. "We outplayed, for long stretches, a really good team over there. So it's a challenge, but that's the ups and downs of a season. We have a lot of hockey left. We've got a chance to finish this road trip strong with a couple wins (two games remaining)."
NOTES: Vegas played the third period without forward Max Pacioretty, who sustained an undisclosed injury. He will be evaluated in the next few days, DeBoer said. ... The Golden Knights were 0-for-2 on the power play. They have scored on four of 50 chances (8.0 percent) in their past 19 games. ... Crosby has scored 26 points (nine goals, 17 assists) in 18 games since Jan. 25. ... Pittsburgh defenseman Brian Dumoulin did not play because of an illness unrelated to COVID-19. ... Kris Letang had an assist to give him 50 points (six goals, 44 assists) in 55 games. He scored 50 points faster than any Penguins defenseman since Sergei Zubov did so in 46 games during the 1995-96 season. ... McGinn left with an upper-body injury with 3:44 left in the second period. He is out week to week.