The Penguins lead the best-of-7 series 3-1 and can win their first Stanley Cup since 2009 in Game 5 at Consol Energy Center in Pittsburgh on Thursday (8 p.m. ET; NBC, CBC, TVA Sports).
"You've just got to understand that it's going to take our best and we're going to see their absolute best," Penguins captain Sidney Crosby said. "In saying that, you can't get caught looking ahead of things. We've had a great approach all playoff long -- all season long -- in making sure we're staying in the moment here. That will be important here, now more than ever."
Video: PIT@SJS, Gm4: Malkin tips in Kessel's shot for PPG
Since the Cup Final went to a best-of-7 format in 1939, teams that take a 3-1 lead have won the Cup 31 of 32 times (96.9 percent). The Toronto Maple Leafs, who trailed the Detroit Red Wings 3-0 in 1942, are the exception.
The Penguins will be trying to win the Stanley Cup for the fourth time; each of their previous wins (1991, Minnesota North Stars; 1992, Chicago Blackhawks; 2009, Detroit Red Wings), were on the road. If they are successful Thursday, it would be the first major sports championship won at home by a Pittsburgh-based team since the Pirates defeated the New York Yankees in Game 7 of the 1960 World Series.
"We have a team that has a lot of guys that have been to the top of the mountain so to speak," said Penguins forward Matt Cullen, who won the Cup with the Carolina Hurricanes in 2006. "We have a lot of guys that can share that experience and understand that experience.
"It's nice when you have a group that has been there as opposed to one or two guys. We have a lot of guys that can help with that. Ultimately it just falls on all of us to come out with our best game. They're going to push, and it's a big game for them and a big game for us. We know it's a huge opportunity."
Pittsburgh used the unlikeliest of players to take a 1-0 lead in Game 4. Defensive-defenseman Ian Cole scored 7:36 into the first period, slamming home the rebound of a shot from Phil Kessel that Sharks goalie Martin Jones kicked into the right faceoff circle.
Video: PIT@SJS, Gm4: Cole finishes rebound for early lead
It was Cole's first goal in 105 games, regular season and playoffs, dating to March 26, 2015 (against the Hurricanes).
"I hit a lot of posts, a lot of sticks; pucks were going to the open net and they'd get tipped wide," Cole said. "It was a weird year in that sense. It's nice to finally get that one. I was saving a special one for a special game."
Cole's goal gave the Penguins the lead, toned down the intensity of the crowd, and left the Sharks chasing the game again.
The only time San Jose has led in this series was when forward Joonas Donskoi scored in overtime of Game 3 on Saturday.
Pittsburgh has not trailed in 435:46 of playing time, dating to Game 5 of the Eastern Conference Final against the Tampa Bay Lightning (it lost twice in overtime in that span).
"I think when you have the lead, you can play differently," San Jose coach Peter DeBoer said. "You feel a lot more comfortable getting in a four-line rhythm, putting your guys out there, trusting them. There's not that pressure that we have to create a scoring chance or score a goal. We can just manage the game, put our time in.
"I think they've done a good job of that because they've had the lead and we haven't put ourselves in that situation yet. We've got to find an answer for that. It hasn't been an issue until this series. But it's been a big issue these three games."
Video: PIT@SJS, Gm4: Fehr nets Hagelin's dish for a 3-1 lead
Each of the first three games were decided by one goal (Pittsburgh won Game 1, 3-2, and Game 2, 2-1 in overtime; San Jose won Game 3, 3-2 in overtime).
Only twice in the history of the best-of-7 Stanley Cup Final has a team never led in a series. The 1960 Montreal Canadiens led wire-to-wire against the Maple Leafs. In 1952, the Red Wings never trailed in a four-game sweep of the Canadiens.
Penguins center Evgeni Malkin, who did not have a point in the Final entering Game 4, had an assist on Cole's goal and then scored at 2:37 of the second period. He got his stick on a power-play shot by Kessel for his first goal in six games.
"I'm not changing my game a lot," Malkin said. "I mean, I want a little bit more [to] play with [the] puck. It's not [a] great goal, but it's just going to the net, you know, and staying close to net. When I have the puck, I'm trying to shoot. It's a simple game tonight for me."
It was Pittsburgh's first power-play goal in eight attempts in the Final. It was Malkin's 10th career game-winning goal in the playoffs, third in Penguins history behind Jaromir Jagr (14) and Mario Lemieux (11).
Video: PIT@SJS, Gm4: Karlsson beats Murray to cut deficit
San Jose forward Melker Karlsson, seeing expanded time and prominence with Tomas Hertl sidelined by a lower-body injury, scored at 8:07 of the third period to make it 2-1, but the Sharks could not get anything else going despite outshooting the Penguins 12-7 in the period.
Pittsburgh goalie Matt Murray (23 saves) made big stops on Patrick Marleau, on a breakaway, and Joe Pavelski, on a one-timer, in the third period.
Murray is 5-0 with a 1.76 goals-against average and .935 save percentage following a loss in the playoffs. At 14-5, he is one win from equaling the NHL record for a rookie goaltender in a playoff year (Patrick Roy, 1986 Montreal Canadiens; Ron Hextall, 1987 Philadelphia Flyers; Cam Ward, 2006 Carolina Hurricanes. Roy and Ward won the Stanley Cup).
Eric Fehr gave Pittsburgh a 3-1 lead with 2:02 remaining and left the Sharks one loss from the end of their first Cup Final in their 25-year history.
"We're confident that we can go to Pittsburgh and win a hockey game," San Jose forward Logan Couture said. "We've been good on the road all year. We're going to go there and start by having a good first period, into the second [period] and then the third and see what happens."
Video: Malkin, Murray lead Pens to 3-1 series lead