Malkin, who is only 21 but is the leading scorer in the playoffs with 17 points following a three-point night, scored with 6.5 seconds left in the first period with a tired Flyers line on the ice to put Pittsburgh up 3-2.
The pivotal goal blunted much of the momentum the Flyers gained by briefly taking a 2-1 lead on Mike Richards' two goals.
Malkin's first career short-handed goal, on a breakaway created by Sergei Gonchar's pass from one end of the ice to the other early in the second, was the crusher for the Flyers, who didn't do much offensively after that despite taking 28 shots against goalie Marc-Andre Fleury.
With Philadelphia on the power play, Malkin missed his initial short-handed attempt before being leveled behind the net by Richards. Malkin got up and began skating toward the Penguins' zone. Before he got there, Marian Hossa knocked the puck loose from Daniel Briere.
That allowed Gonchar to sail it back down the ice to Malkin for a slap shot between the hash marks that flew past Martin Biron before he could react, generating a huge roar from the all-in-white Penguins crowd of 17,132.
This night, it was the Penguins who were high-flying, creating odd-man rushes and breakouts with an extra gear the short-handed Flyers couldn't match during their fourth successive loss in Pittsburgh over three months. Malkin even showed his physical side, leveling defenseman Braydon Coburn with a shoulder check not long after scoring his second goal and taking a roughing penalty in the final two minutes.
The Penguins won their ninth in 10 playoff games and are 6-0 at home, the first team in franchise history to begin the playoffs with that many successive home-ice wins. Game 2 is Sunday night before the series shifts to Philadelphia on Tuesday.
Philadelphia also lost the opener in its first two playoff series. The Flyers won three straight against Washington to grab a 3-1 lead before advancing in seven games, and then took four in a row to eliminate Montreal.
Clearly, the Flyers missed shutdown defenseman Kimmo Timonen, who is out for the series with a blood clot in his left ankle that left Philadelphia without its top power-play point man and breakout passer. The Flyers repeatedly had trouble getting the puck up ice, stifling an offense that was more wide-open than usual during a first period that seemed better suited for the free-flowing Western Conference.