Malkin played for Team Russia, which reached the semifinals but lost to Team Canada 5-3 last Saturday. He had a goal and three assists in four games after getting one assist in three pretournament games.
"It was not easy," Malkin said. "It was lots of games, hard games against the best players. A little bit nervous. Now that it's over, it's a good experience, but look forward."
Malkin, who had 58 points (27 goals) in 57 regular-season games with the Penguins last season, skated at practice with Patric Hornqvist and Scott Wilson.
"Play more with the puck," Malkin said of improving his game. "That's my game always, if I have the puck and I spend more time with the puck. The last four, five games in the World Cup, I tried to use my partners, but my confidence [is] when I play with the puck."
Malkin has never defeated Penguins teammate Sidney Crosby, who was Team Canada's captain, in international play, losing four times, according to Triblive.com.
"It's like a perfect team we played against," Malkin said of Team Canada. "We have good experience. Maybe we watch video with coaches and stuff a little bit more, how we play next time. It's like a good teacher. Canada [plays] a perfect game."