The Rangers bounced back from Saturday's loss, beating the Penguins on the road 2-1 Monday in Game 3 of their first round playoff series.
Carl Hagelin scored about nine minutes into the first period to put the Rangers up 1-0.
In the second, Chris Kreider gave New York some insurance with a goal of his own.
Henrik Lundqvist made 23 stops on the night.
Twelve of them came in the third period, but Lundqvist only allowed one to go by.
Rangers went on to win 2-1 and now take a two games to one lead in the series.
Game 4 is set for Wednesday night in Pittsburgh.