Gaudreau, who signed a seven-year, $68.25 million contract ($9.75 million average annual value) with the Blue Jackets on July 13, assisted on goals 1:04 apart in the second period by Patrik Laine (8:03) and Jakub Voracek (9:07) that gave Columbus a 3-0 lead.
Justin Danforth scored twice, Voracek had a goal and two assists and Elvis Merzlkins stopped all 20 shots he faced for the Blue Jackets in 39:42. Jet Greaves made 13 saves in the third period.
Jordan Frasca scored, and Dustin Tokarski made 27 saves for the Penguins, who won 3-2 in overtime at home against Columbus earlier Sunday in the first of two split-squad games.
Danforth gave the Blue Jackets a 1-0 lead at 7:15 of the first period.
Gustav Nyquist scored at 13:32 of the second to make it 4-0, but Frasca cut it to 4-1 at 8:09 of the third.
Danforth scored his second of the game with a power-play goal at 16:23 for the 5-1 final.
Photo courtesy: Columbus Blue Jackets