The team's future in Pittsburgh is in doubt, but the Penguins have more pressing concerns.
The Penguins (15-13-6) will look to snap a three-game losing streak Tuesday when they visit the New Jersey Devils at Continental Airlines Arena.
Penguins owner and Hall of Famer Mario Lemieux said Thursday that the team will consider relocation while it attempts to reach a deal for a new arena.
"It is time to take control of our own destiny," Lemieux said in a statement.
The team has faced two business-related setbacks recently. On Dec. 15, Canadian businessman Jim Balsillie pulled out of an agreement to buy the team for $175 million.
Last Wednesday, the Pennsylvania state gaming board awarded a slots-machine license in Pittsburgh to a Detroit-based company owner rather than a gaming concern that promised to build a $290 million facility for the Penguins to replace 45-year-old Mellon Arena.
"Accordingly ... the team is off the market," Lemieux said, "and we will begin to explore relocation offers in cities outside Pennsylvania."
On Thursday, the Penguins' losing streak grew after falling 4-3 to Atlanta in a shootout. Their slide comes on the heels of a four-game winning streak.
"I think Pittsburgh is a great hockey town," backup goaltender Jocelyn Thibault said. "It'd be a shame for this team to leave."
Second-year star Sidney Crosby, who leads the NHL with 38 assists and 55 points, forced overtime with 15.3 seconds remaining. That extended his points streak to 10 games, during which Crosby has seven goals and 16 assists.
"It's good we came back," Crosby said. "We've been struggling. Even though we lost in the shootout, we showed lots of character."
Rookie Jordan Staal added his league-leading fifth short-handed goal for Pittsburgh, which dropped to 3-13-1 when trailing after two periods. Staal has 10 goals, tying him with Nashville's Alexander Radulov and Colorado's Wojtek Wolski for fourth among rookies this season.
Pittsburgh has dropped five of its last six games against the Devils, including two of three this season. New Jersey (19-13-3), though, has lost five of its last seven including Saturday's 5-2 defeat at Atlanta.
"The biggest issue tonight was the type of mistakes that we made," Devils coach Claude Julien said. "We kept giving them an opportunity to get back in the game, and at one point, they took the lead over and never looked back.
"We have nobody but ourselves to look at because we made some unacceptable mistakes here tonight."
Zach Parise scored twice for the Devils, who have lost three in a row at home after winning seven straight at the Meadowlands. New Jersey's last home victory was a 2-0 win over Philadelphia on Dec. 8.
Parise has three goals in his last two games, giving him 14 in 35 contests this season. He had 14 in 81 games as a rookie last season, but has been held without a point in three games against the Penguins in 2006-07.
Patrik Elias, the Devils' captain who leads the team with 32 points was a late scratch after taking a shot off his foot in Friday's 4-1 win at Washington.