Malkin, who has missed the past four games due to a concussion, said he "felt pretty good" immediately after the workout at a suburban rink.
Coach Dan Bylsma said the next step was for Malkin to pass an imPACT test. The team did not rule out a return Monday when the Penguins host the Tampa Bay Lightning, but Malkin indicated he'd prefer more time.
Malkin was speaking to the media for the first time since he was injured colliding with the boards during a win over Florida on Feb. 22. He has skated on his own twice since.