WATCH: All Hurricanes vs. Bruins highlights
"It feels awesome. Whenever you get the W, nothing can be better," said Khudobin, who has a 2.75 goals-against average and .902 save percentage.
Cam Ward made 34 saves through overtime, Noah Hanifin scored his second goal of the season, and Jaccob Slavin scored in the shootout for the Hurricanes (9-9-5).
Carolina, which is 0-2-0 on a three-game road trip and has lost four straight away from PNC Arena, failed to hang on to a 1-0 lead late in the third period.
"Well, you've got to extend the lead, right?" coach Bill Peters said. "It's throughout the game. It's the chances you have early in the game, the breakaways in the game, a breakaway in overtime, and there's opportunities to score. You've got to figure it out and make the play and got to make the big-time play and make a difference."
Krug tied it 1-1 with his second goal of the season, first in 10 games. The Bruins had been moving the puck around the Hurricanes zone with Khudobin pulled for the extra attacker.
"It wasn't our prettiest game, it wasn't necessarily a good game by our standards. But those are goals throughout the season you feel like you earned and you deserved," Krug said. "So we worked and we worked, and it didn't matter how long it took in the third. Ultimately, it would pay off, and it did."
A faceoff violation against Bruins forward Matt Beleskey at 6:33 of the second period gave the Hurricanes a power play, and Hanifin took advantage. After Jeff Skinner tracked a loose puck to the corner, he passed it to Hanifin at the left point. The defenseman's slap shot eluded several bodies and Khudobin's glove for a 1-0 lead at 7:37.