The Rangers will have to be content with earning just one win on the road to start their series with Pittsburgh.
The Penguins bounced back from a Game 1 loss to tie up the series with a 3-0 win in Game 2 Sunday night.
The two sides battled to a scoreless, though penalty filled, first period. The Penguins committed four penalties, while the Rangers committed two.
The same problem which has plagued New York throughout the postseason cropped up again on the power play. The Rangers were 0-for-3 with the man advantage in the first period and 0-for-4 in the game.
Meanwhile, it was a Rangers mistake which set up the crushing second goal for Pittsburgh.
With the score already 1-0 on a Kris Letang goal 10:26 into the second period, Jussi Jokinen put the game out of reach with 3:30 left in the game on an unassisted power-play goal after Derek Dorsett was given a penalty for boarding Chris Kunitz.
Evgeni Malkin added an empty netter with 54 seconds left to provide the final margin.
Henrik Lundqvist made 32 saves as Pittsburgh pelted him all evening. The Rangers ended up losing the shots on goal battle, 35-22. That made it an easy night for Penguins goaltender Marc-Andre Fleury.
There will now be a quick turnaround with Game 3 at MSG on Monday night at 7:30 p.m.
Follow Metro New York Sports Editor Mark Osborne on Twitter @MetroNYSports.