Bryzgalov stopped 12 of 13 shots Monday night in relief of Devan Dubnyk in the Oilers' 5-1 loss to the Chicago Blackhawks and played the final 34:08 of the game.
"It wasn't the best way for us to throw him into the fire," Oilers coach Dallas Eakins said. "I thought he went in and played very well."
Bryzgalov was signed earlier this month after the Philadelphia Flyers bought out his contract over the summer.
The 33-year-old, who has also played for the Anaheim Ducks and Phoenix Coyotes, has a career record of 208-149-45 in 426 appearances with a 2.55 goals-against average, .913 save percentage and 30 shutouts.
I'm very excited about what happened today. We've worked on this deal with Toronto for a month, or over a month. It got a little bit of legs on draft day, but it really heated up last night, and we were able to complete the deal today.
— Penguins GM Jim Rutherford on Phil Kessel, who he acquired from the Maple Leafs in a trade on Wednesday