Fleury tied Terry Sawchuk for seventh on the NHL wins list with 445, and Paul Stastny scored for the Golden Knights (6-3-0), who have won four of their past five games. It was Fleury's 57th shutout in the NHL, his first of the season and 13th for Vegas.
"I don't really chase the numbers," Fleury said. "I think it's just about getting the win, getting the two points. Right now, that's what matters."
WATCH: [All Golden Knights vs. Penguins highlights]
Tristan Jarry made 21 saves for Pittsburgh (6-3-0), which came in on a five-game winning streak after defeating the Dallas Stars 4-2 in the first half of a home back-to-back on Friday.
"I give our players a lot of credit," Penguins coach Mike Sullivan said. "We're competing hard out there. It's a one-goal hockey game. We had a fair amount of chances. We couldn't seem to find a way to put it in the net."
Fleury played for the Penguins from 2003-17, winning the Stanley Cup in 2009, 2016 and 2017. It was his second start back in Pittsburgh; he made 33 saves on 38 shots in a 5-4 loss Feb. 6, 2018.
"It's always fun for me to come back," Fleury said. "I saw so many people with signs and my jersey, waving and cheering. It's always nice. ... I was still was a little bit [nervous] coming in. It's good I got a few shots early, so got to get into the game a bit. I think it'll always be a little special."