Fehr tipped a pass from Evgeni Malkin over Holtby's glove for his second goal of the Stanley Cup Playoffs.
"That was a big game for us," Fehr said. "After they tied it up on the power play we could have folded and said it was a good try, but our team didn't give up. You gotta go hats off to [goalie Matt] Murray; he made some huge saves for us when the game was tied and gave us the opportunity to get the win."
Murray made 23 saves, and Carl Hagelin scored for Pittsburgh.
"Murray was really good," Penguins captain Sidney Crosby said. "I mean, he made some big saves, especially in the third after we didn't give him a ton of work. We generated a lot, we didn't have to play in our own end a lot, but it's not easy for a goalie to kind of be sitting there waiting for those big chances, and they've got guys who can score. He was really strong."
Marcus Johansson scored for Washington, and Holtby made 33 saves.