[WATCH: All Penguins vs. Blackhawks highlights]
Saad scored his third goal when he charged to the net on a 2-on-1 and had a pass from Jonathan Toews deflect off him into the net at 5:21 of the third period to make it 9-1.
"It's exciting, for sure, to get [a hat trick] and then to be in this building," said Saad, who was reacquired by the Blackhawks on June 23 in a trade that sent forward Artemi Panarin to the Columbus Blue Jackets. "It's an incredible building to play in, and to have that support and get a hat trick on the first night, it definitely feels good."
Video: PIT@CHI: Saad opens season with hat trick
Ryan Hartman had five points (one goal, four assists), Patrick Kane had four (one goal, three assists), Nick Schmaltz (two goals, one assist) and Brent Seabrook (one goal, two assists) each had three, and Richard Panik had two (one goal, one assist). Fourteen Blackhawks had at least a point.
Patrick Sharp scored a goal in his first regular-season game with Chicago since returning July 1 as an unrestricted free agent after two seasons with the Dallas Stars.
The Blackhawks were swept last season by the Nashville Predators in the Western Conference First Round, when they scored three goals.
"We had a lot to prove," Hartman said. "I can't really say we're angry still. It's a new season, but we wanted to come out ready and show that we're a contender."
Video: PIT@CHI: Seabrook beats Murray from the slot
Corey Crawford made 28 saves for Chicago.
The Blackhawks broke open the game with four goals in 2:55 in the first period. Hartman made it 1-0 at 6:21 of the first period, Saad scored his first goal 45 seconds later to make it 2-0, Schmaltz made it 3-0 at 7:34, and Saad scored again at 9:16 for a 4-0 lead.
Former Blackhawks goalie Antti Niemi started for the Penguins, who lost 5-4 in overtime to the St. Louis Blues in their opener Wednesday after raising a banner for their second straight Stanley Cup championship. He allowed four goals on 13 shots and was pulled after Saad scored his second of the game. He was replaced by Matt Murray, who allowed six goals on 31 shots.
"It's embarrassing," said Penguins captain Sidney Crosby, who had an assist and a minus-4 rating. "It was 4-0 [just] 10 minutes into the game. I don't know what to say, to be honest with you. We made mistakes and they buried them. Sometimes you make those mistakes and you get away with them. They capitalized on every one."
Video: PIT@CHI: Schmaltz lasers a slap shot past Murray
Sharp beat Murray at 17:01 to make it 5-0.
Phil Kessel scored to make it 5-1 during a 5-on-3 power play for the Penguins at 2:05 of the second period, but the Blackhawks got goals in the period from Kane (3:49), Panik (9:18) and Schmaltz (10:40) to make it 8-1.
After Saad completed his hat trick early in the third period, Seabrook scored with 6:15 left to make it 10-1.
The Blackhawks set their record for goals in a season opener. Their previous high came in an 8-6 win against the Predators on Oct. 5, 2006. They hadn't scored 10 goals in a game since a 10-1 win Oct. 12, 1988, against the Winnipeg Jets.
Goal of the game
After racing up the right wing, Kane lifted a backhand to the short side that went over Murray's left shoulder, hit the crossbar and went in the net.
Video: PIT@CHI: Kane nets great sharp-angle backhander
Save of the game
Malkin got a breakaway shortly after Kane's goal, but Crawford used his right pad to make the save at 4:14.
Video: PIT@CHI: Crawford stones Malkin on breakaway
Highlight of the game
Kane carried the puck behind the Penguins net, drew a defender and sent a no-look, backhand pass to Hartman, who redirected it into the net. "I skated with [Kane] a lot this summer," Hartman said. "As soon as I saw him going around the net like that, I knew exactly where to go, because I know he likes making plays like that."
Video: PIT@CHI: Hartman goes top shelf to beat Niemi
They said it
"Win or lose, you've got to evaluate your game and it hasn't been good enough. It's a tough lesson, but we've got to take something from it. Hopefully this is something that's a wake-up call for us." -- Penguins captain Sidney Crosby
"It was almost like it wasn't a real game or something. I mean, it was just amazing. It was a fun start to be part of. It's not like we were trying to run up the score or rub it in anyone's face. We were just out there playing hockey, and guys were excited to play again." -- Blackhawks forward Patrick Kane
Need to know
The Blackhawks are 7-0-0 against the Penguins since 2014-15, and Pittsburgh hasn't won at United Center since Feb. 27, 2009, a 5-4 overtime win. … Schmaltz and center Tanner Kero each left the game with an apparent injury, but Quenneville said they are fine. … Sharp's goal was his 600th NHL point (278 goals, 322 assists).
Video: PIT@CHI: Sharp takes great pass, scores on break
Penguins: Host the Nashville Predators on Saturday (7 p.m. ET; NHLN, ATTSN-PT, FS-TN, NHL.TV)
Blackhawks: Host the Columbus Blue Jackets on Saturday (8:30 p.m. ET; WGN, FS-O, NHL.TV)
Video: Saad, Blackhawks dominate Penguins, 10-1