Malkin made it 1-0 at 7:13 of the third period after winning a face-off back to Jake Guentzel, who shot off the back wall. The puck bounced back to hit off Raanta's skate before Malkin poked it under the goalie's right pad.
Clayton Keller had a chance to tie it on a power play when a rebound off a slap shot from Christian Dvorak came to him at the bottom of the right circle. Jarry got his pad on a wrist shot and kicked it into the stands with 7:38 left.
"Sometimes you have to tip your cap," Keller said. "Thought we played well as team, but their goalie was the difference tonight. ... He makes a save there. I don't know. Not much I can say."
Jarry, who played for the sixth time in Pittsburgh's past seven games (five starts in place of Matt Murray), made 28 saves in a 3-0 win against the St. Louis Blues on Wednesday. He has four shutouts in 35 starts over four NHL seasons.
"[Jarry has] played extremely well," Penguins coach Mike Sullivan said. "We're trying to make decisions to win games in the short run, but also have the big picture in mind. His last handful of starts, we feel as though he's been really good. So he's deserving of some of the starts that we've given him."
Brandon Tanev made it 2-0 with an empty-net goal with two seconds remaining.
Kessel won the Stanley Cup in the first two of his four seasons with the Penguins. He was traded to the Coyotes on June 29 and has 17 points (six goals, 11 assists) in 31 games with Arizona, including two goals in a 3-1 win against the Philadelphia Flyers on Thursday.
"Obviously, this place is very special to me," Kessel said. "We had a couple great years. I've got a lot of good memories and nothing but good things to say."