Pittsburgh scored five unanswered goals to improve to 13-2-0 since Dec. 4, including a 4-2-0 mark on its six-game road trip -- the team's longest of the season.
Vegas, which had five days off due to games in Edmonton and Calgary being postponed, dropped to 2-3-2 since Dec. 31, with all seven games coming at home.
Teddy Blueger, Jake Guentzel and Sidney Crosby also scored for the Penguins, and Tristan Jarry made 22 saves.
Chandler Stephenson, Evgenii Dadonov and Nic Roy scored for Vegas, which was outshot for the first time in 24 games. Robin Lehner made 32 saves but dropped to 2-4-3 in his career against Pittsburgh.
Pittsburgh allowed three goals in the first period for the first time this season. But after the Golden Knights' third, they went without a shot for 12 1/2 minutes while letting the Penguins climb back into the game.
First, it was Zucker in the middle of a scrum in front of the crease, jamming the puck past Lehner on a power play. Just 29 seconds later, Blueger backhanded a rebound into a wide-open net, cutting Vegas' lead to 3-2 midway through the second period.
The Penguins struck 28 seconds into the third with Zucker's second of the game, and 1:44 later they took a 4-3 lead on Guentzel's goal, deflating the crowd of 18,213.
Crosby's empty-netter with 1:08 left provided the final margin.
Stephenson opened the scoring on Vegas' first shot, as he raced down the left side and fired the puck between Jarry's pads 3:43 into the game.
Vegas made it 2-0 when Mark Stone fired a shot from the slot and Dadonov was there for the redirect past Jarry.
Roy got his eighth of the season when he gathered a loose puck off Alex Pietrangelo's shot and buried it for a power-play goal with 30 seconds left in the first.
Penguins: Host the Ottawa Senators on Thursday.
Golden Knights: Host the Montreal Canadiens on Thursday.