Marc-Andre Fleury stopped 32 shots for the Penguins, who won their sixth straight home game.
Malkin missed two games last week after being injured during a morning skate. He looked fine while bulling his way toward the net 4:16 into the second period for his eighth goal of the season. Crosby pushed his season-point total to an NHL-best 43 when he deflected in a shot by Pascal Dupuis midway through the third.
Matt Calvert scored with less than a minute left for Columbus, spoiling Fleury's shutout bid. Curtis McElhinney made 28 saves but the Blue Jackets struggled again in Pittsburgh.
I don't think it's really truly going to sink in until we drop the puck, to be honest. I know there's going to be a lot of smoke and mirrors with the media attention and all that. We came [Monday] and it was sort of a light day to get things organized. We just want to focus in on the business aspect, the game itself. That's what we're preparing to do. Get these next couple of days out of the way and it's game on.
— Lightning captain Steven Stamkos on playing in his first Stanley Cup Final