Pierre-Luc Dubois had a goal and an assist, and Logan Thompson made 27 saves for the Capitals (2-1-0).
Bryan Rust scored in his season debut, and Tommy Novak and Nick Robertson also scored for the Penguins (2-2-0). Arturs Silovs made 22 saves.
Anthony Beauvillier gave the Capitals a 1-0 lead when he beat Silovs glove side with a backhand shot on a breakaway just 23 seconds into the first period.
Rust tied it 1-1 at 1:19 when he skated in along the left boards, muscled around Washington forward Ilya Protas along the goal line and lifted a shot that deflected in off Thompson’s blocker and left pad.
Rust missed the first three games of the season because of an upper-body injury sustained in Pittsburgh's preseason finale against the Buffalo Sabres on Sept. 26.
Wilson put the Capitals ahead 2-1 at 11:51. Dubois controlled the puck in the right corner and fed a no-look pass to a wide-open Wilson, who scored on a wrist shot from the slot.
Dubois increased the lead to 3-1 at 4:42 of the second period. Silovs turned the puck over behind the net and Wilson passed in front to Dubois, who snapped the puck home.
Alex Tuch intercepted a pass from Declan Carlile at the Penguins blue line, entered the offensive zone on a 2-on-0 rush with Wilson and scored off a return pass to make it 4-1 at 13:14.
Novak cut the deficit to 4-2 at 14:05. Evgeni Malkin hit the left post on a 2-on-1 rush and Novak knocked in the rebound from the slot.
Robertson pulled Pittsburgh to within 4-3 when he deflected Kaeden Korczak’s point shot past Thompson from the slot at 18:01.
Ryan Leonard made it 5-3 when he scored from the top of the left face-off circle at 3:55 of the third period during a power play.