Despite an unsettling summer, during which the Coyotes were not certain where they would be playing this season, they have put together two solid games in which they have outscored the opposition 9-3.
It was the ninth shutout in Bryzagalov's five-year career. He had three shutouts in each of the last two seasons.
The defending Stanley Cup champion Penguins lost for the first time in three games this season.
Ed Jovanovski opened the scoring midway through the first period and Petr Prucha added a goal with 9:13 to go in the second. Both scores came on the power play.
Radim Vrbata, who had two goals in the opening Phoenix victory over Los Angeles Saturday, scored into an empty net with 54 seconds remaining.
Brent Johnson, given the start in place of regular goaltender Marc-Andre Fleury, stopped 20 of 22 shots for Pittsburgh.
Copyright 2009 by United Press International.
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