Garrett Jones came back from an 0-2 count to single off the wall in right-center with the bases loaded and two outs in the ninth as Pittsburgh came from behind against closer Francisco Cordero to beat the Reds 5-4.
"We were very confident going into that last inning," Jones said. "We had some great at-bats, some tough at-bats.
"I know I felt like he was going to try to get me to chase, so I stayed patient and really made sure I was seeing the ball deep and staying nice and short. Once he got to 3-2, I knew he had to throw something over the middle of the plate or walk in the winning run. I just tried to stay short and see a strike."
Cordero (1-1) walked three and allowed two singles in blowing his first save in five opportunities.
"You're not really doing your job when you're walking guys in late innings," Cordero said. "I was pitching good until tonight. I walked three guys; that's what's going to happen whenever you walk that many guys. You've got to be better than that."
Milledge had two RBIs and Cedeno hit his first home run for the Pirates, who won consecutive games for the first time since starting 2-0.
Joey Votto had three hits and scored two runs for Cincinnati, which has lost four in a row.
After one out in the ninth, pinch-hitter Ryan Church singled, and Cedeno and Aki Iwamura walked. Andrew McCutchen flied out to shallow center before Milledge's walk and Jones' single improved Pittsburgh to 4-1 at home this season.
Friday night, Milledge singled in McCutchen with two outs in the ninth for a 4-3 win.
"That's tough to take two nights in a row, them walking off and winning it in front of us," Cincinnati manager Dusty Baker said. "We were one out and one pitch away from winning that game."
Brandon Phillips doubled in Votto against D.J. Carrasco in the fifth for what appeared would hold up as the winning run for the Reds when Daniel Ray Herrera, Logan Ondrusek, Arthur Rhodes combined for three hitless innings before Cordero came in for the ninth.
"Offensively, we weren't able to do too much," Pittsburgh manager John Russell said. "Neither team, really. Both bullpens did a nice job. We got to a very good closer. The guys really battled. We got some good at bats late, and we got the big hit at the end."
Cincinnati starter Johnny Cueto needed 103 pitches to get through five innings, getting charged with three runs -- all earned -- on five hits and four walks with four strikeouts.
Pittsburgh turned to Daniel McCutchen -- recalled from Triple-A Indianapolis earlier in the day -- to start when the team placed scheduled starter Ross Ohlendorf on the disabled list due to back spasms.
Cedeno led off the second by bouncing a ball off the top of the wall and into the seating in left. Cedeno bats ninth for the Pirates but has the highest average of any regular at .342.
Consecutive doubles in the Cincinnati third by Cabrera and Votto made it 3-2, and three batters later Votto scored to tie it on a sacrifice fly by Jay Bruce.
McCutchen allowed three runs on four hits and three walks in four innings. He threw 75 pitches on an early spring evening at PNC Park in which the gametime temperature was 43 degrees.
"It was a nice ending to a cold night," Russell said.
Saturday was the Pirates' third so-called "walk-off" win in five home games. ... Cabrera went 2 for 4 with two runs. ... In addition to Ohlendorf, three regulars missed the game due to what their managers characterized as having a stiff back: Pirates 3B Andy LaRoche, Reds 3B Scott Rolen and Reds OF Drew Stubbs. ... Pittsburgh was successful in its first 11 stolen-base attempts this season until Andrew McCutchen was caught in the seventh.