Nick Bonino, out since Jan. 12 because of a hand injury, also practiced Tuesday for the first time since getting injured. Sullivan said Bonino will not play Wednesday.
"It's a big step for them to join the team," Sullivan said. "It's their first practice with the team. … I thought both of them looked strong. They're that much closer."
Malkin and Bonino started practice wearing yellow, non-contact jerseys but later changed into regular jerseys. Malkin worked on the first power-play unit, joining Sidney Crosby, Patric Hornqvist, Phil Kessel and Kris Letang.
In 49 games Malkin is second on the Penguins with 23 goals and 49 points.
The Penguins have gone 5-3-1 in nine games without Malkin, and entered play Tuesday one point behind the New York Islanders for third place in the Metropolitan Division, and with a three-point lead on the New Jersey Devils for the second wild card into the Stanley Cup Playoffs from the Eastern Conference.
Bonino did line rushes and worked with the penalty killers.
"I've got to get timing back and stuff like that, but the body feels good," Bonino told the Penguins website. "I had a really good workout while I was out. It was good to be on the ice with the guys. It's definitely tough [to get back in shape with a hand injury]. But at the same time during your rehab you can work your legs pretty good and ride the bike a lot and skate a lot. So that part of it was good recovery-wise. I just waited on the hand to come around and it feels good now."
The Penguins also will be without defenseman Ben Lovejoy, who sustained an upper-body injury Saturday against the Tampa Bay Lightning.
"I'm not going to put a timeframe on it but it's of the longer-term nature," Sullivan said. "As he goes through the process of rehab and we think we have a better handle on the timeframe, we'll let you know."
Lovejoy has nine points, a plus-9 rating and has averaged 18:51 of ice time per game in 57 games this season.