NEW YORK -- It didn't take Evgeni Malkin all that long to get back into form.
The Pittsburgh Penguins center had two goals and two assists, and rookie goalie Matt Murray made 31 saves in a 5-0 win against the New York Rangers in Game 4 of the Eastern Conference First Round at Madison Square Garden on Thursday.
Pittsburgh leads the best-of-7 series 3-1 and can close it out by winning Game 5 at Consol Energy Center on Saturday (3 p.m. ET; NBC, SN360, TVA Sports).
Malkin, playing his third game since returning from an upper-body injury after missing more than a month, tied his NHL playoff high with four points.
Video: PIT@NYR, Gm4: Malkin blasts PPG by Lundqvist
"It's so much better," Malkin said. "Finally I started playing a little bit better and have more confidence. I think my line played not bad tonight, but I know we can play better every game."
Penguins coach Mike Sullivan said he knew it was only a matter of time before Malkin got his offense back on track. He had one assist in Game 2 and one in Game 3.
"Geno has missed a lot of time (he was injured March 11)," Sullivan said. "No matter how good you are, I think it takes some time to get back into the game mode. ... For me, Geno has gotten better with each game he's played."
Murray was playing his second NHL playoff game. He made 16 saves in a 3-1, Game 3 win here on Tuesday.
"A win is a win and it feels good, but at the same time, at this point of the season, it really doesn't matter until you get the fourth one," Murray said. "I'm nervous before every game. Obviously these last two, more so than usual, but I thought I did a good job of controlling that."
Video: PIT@NYR, Gm4: Murray shuts out Rangers in Game 4
Sullivan said he wasn't surprised by the performance, especially with the importance of the game.
"He's played in big games for us down the stretch," Sullivan said. "He has a real calm demeanor about him. I think he has a quiet confidence. He knows he is good. ... For a young guy, he is mature beyond his years."
The Rangers have lost their past five home playoff games (three shutouts) and have been outscored 18-3. Their last postseason win at MSG was Game 1 of the 2015 Eastern Conference Final against the Tampa Bay Lightning (2-1).
"It's definitely out of character for this group to come up with this type of performance," New York coach Alain Vigneault said. "I don't think it was lack of will, we just picked a very bad night to have a very bad game. Right now, all we can focus on is getting back to work tomorrow and that's what we're going to do."
Murray didn't need much offensive support, but got it. The Penguins scored three power-play goals on seven shots, including two by Malkin.
Video: PIT@NYR, Gm4: Dumoulin feeds Malkin for second goal
"Our power play I thought made great decisions with the puck," Sullivan said. "Their shot selection and when to put it at the net was really good. ... All of the details of the power play that we talk about on a daily basis were evident when they were out there."
The Penguins scored three times in the first period. They took a 1-0 lead at 1:09 when defenseman Ben Lovejoy's shot from the right side was stopped by goalie Henrik Lundqvist, but the rebound came to Eric Fehr, who put it into the net.
They scored on a power play at 7:11 when Sidney Crosby's deflection of Malkin's shot hit off Patric Hornqvist's skate and went in to make it 2-0. Conor Sheary's wrist shot off a Rangers turnover made it 3-0 at 16:12.
Malkin scored 4:00 into the second period to give the Penguins a 4-0 lead and then scored a power-play goal at 3:28 of the third for a 5-0 lead.
Lundqvist, who allowed four goals on 14 shots, was pulled in the second period after playing 26:04. Antti Raanta replaced him and made 13 saves.
Video: Pens dominate en route to Game 4 win