Vanek's NHL-best 20th of the season completed a rally from two goals down and gave the Sabres a 4-3 victory.
"I really don't think about my goal total too much," Vanek said. "It's not important. What's more important is that we got the win here and that we've got to keep winning."
"At 3-1, we started to play horribly," Penguins coach Michel Therrien said.
"It was a horrible performance. That's the truth," he said.
Vanek's goal was a tap-in of a pass from Jason Pominville while he stood in the low left slot 6:13 into the third period. He is the first player to get to 20 goals this season -- Philadelphia's Jeff Carter has 19 -- doing so in his 27th game.
Last season, Vanek did not score his 10th until his 31st game and did not tally his 20th until his 56th contest. He is on pace for 60 goals this season.
Vanek's goal capped the comeback from the 3-1 deficit, the second time in 11 days that Buffalo came from behind to beat the Penguins 4-3.
The Sabres had lost three in a row at Mellon Arena, and this one was won on the penalty kill. The Penguins were only 1-for-8 on the power play, and the one goal came during a five-on-three.
"The power play is not good," Therrien said. "We are trying to be too cute."
The Penguins enjoyed 3:35 of two-man advantage time during the game over three stretches, including a full two minutes midway through the second that could have given them a 4-2 lead.
"They didn't put too many pucks on the net; they tried to be a little too cute and go for an empty net," Sabres defenseman Jaroslav Spacek. "They had a couple chances but we did a good job with some big kills, especially the second five-on-three."
The lone power-play goal of the game was Kris Letang's first such in 82 games. Also his first goal of any type in 37 contests, Letang converted a setup by Sidney Crosby while in the slot, extending Crosby's point streak to seven games.
That gave the Penguins a 3-1 lead after Fedotenko scored twice during the first period off pretty feeds from league scoring leader Malkin and second assists by Petr Sykora. It was the first time Fedotenko had scored twice in a game since Feb. 14.
"We played really good in the first period, we got a lead and we just couldn't hold on to it," Fedotenko said.
In between Fedotenko's sixth and seventh of the season, Roy tallied his eighth at 11:07.
Kotalik scored his seventh about five minutes after Letang's goal on a play that was set up by Maxim Afinogenov. After the Sabres had killed the two-minute two-man advantage, Paille tied the game with 5:11 to play in the second, his third of the season and first in 13 games, by slamming in a loose puck during a scrum in the slot.
"I thought our penalty killers did a good job," Sabres coach Lindy Ruff said. "We put ourselves in a pretty tight spot, let them have some five-on-threes. There was some real good desperation."
"That," Vanek said of the five-on-three kill, "was a turning point. But I think five-on-five, the last 40 minutes, we really took it to them."
Capitals right winger Alex Ovechkin scored his 20th during his 27th game last season en route to finishing with a league-best 65 goals. ... Roy has a three-game point streak. ... Defenseman Ben Lovejoy made his NHL debut for the Penguins and was a plus-1. ... Malkin has 36 assists in 27 games, meaning he is on pace to become only the fourth player to record 100 in a single season. ... Fedotenko has 250 career points.