Edmonton outshot Pittsburgh 11-6 in the third period and had two late opportunities to tie the game.
Murray made a save on Maroon on a rebound with 56 seconds left, and another on Nugent-Hopkins with 13 seconds remaining. A few seconds prior to Nugent-Hopkins' chance, Hornqvist and Crosby missed an opportunity to score into an empty net.
"When you're going down, you don't really know how much time is left on the clock," Crosby said. "You're kind of hoping that it ticks down before they get back in our end. But we just couldn't find a way to put it in, and they've got time, they're quick, and they're waiting for that chance to come back the other way."
Edmonton has lost two straight and four of its past five (1-3-1).
"We just have to find ways to win hockey games right now," Maroon said. "We are not winning them, and we can sit here and talk about what we need to do, but enough is enough, and we just have to find ways to win these games."