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PITTSBURGH — It’s hard to defeat the two-time defending Stanley Cup champions in Pittsburgh. It’s practically impossible when a team makes as many mistakes as the Sharks did Tuesday night.

The Sharks got power-play goals from Brent Burns and Logan Couture and led Pittsburgh 2-1 late in the second period, but the Penguins rallied with the help of San Jose errors to win 5-2. San Jose dropped its second straight game without Joe Thornton, who is out indefinitely with a right leg injury.

“You can’t beat yourself on the road, let alone going into the two-time defending Stanley Cup champions’ building, and that’s exactly what we did,” said Sharks head coach Peter DeBoer.

Pittsburgh center Evgeni Malkin picked up his 12th career hat trick over the final 20:04. The Russian’s 24th goal of the season late in the second period tied it. His 25th early in the third gave Pittsburgh the lead, and his 26th rolled into an empty net with just more than a minute left.

Sharks goalie Martin Jones finished with 26 saves but also gave away the puck behind the San Jose net in the third period. Patric Hornqvist intercepted Jones’ sloppy clearing attempt and fed it in front to a streaking Malkin, who had little trouble putting it into an open net 6:01 into the third to break a 2-2 tie.

The Penguins’ Bryan Rust, who has been hindered by injuries this season, scored twice.

Pittsburgh goalie Matt Murray played for the first time since his father, James, died Jan. 16. He stopped 40 shots, including some spectacular stops early to keep the Penguins in it long enough to rally for their eighth win in 10 games.

“I just tried to come in and forget about the fact I hadn’t played in a while and try to get lost in the game,” Murray said.

Murray took a leave of absence after his father’s death. He returned last week but stayed out of the lineup while rookie Casey DeSmith subbed as the Penguins slowly have pulled themselves out of an early-season funk.

Gene J. Puskar / Associated Press The Penguins’ Bryan Rust puts a shot between the pads of Sharks goaltender Martin Jones for a goal during the first period in Pittsburgh. Rust also scored in the third period.