Sidney Crosby, the NHL's leading scorer, forced overtime with 15.3 seconds remaining with a tap-in from the near right side. In the shootout, Atlanta goaltender Kari Lehtonen first stopped Erik Christensen before holding off Crosby's attempt to beat him on the stick side.
The loss was an appropriate end to a difficult day for the Penguins that began with owner Mario Lemieux's announcement that the franchise will attempt to relocate after an arena deal fell through.
"I think Pittsburgh is a great hockey town," Penguins goaltender Jocelyn Thibault said. "It'd be a shame for this team to leave."
Crosby, the franchise cornerstone, extended his scoring streak to 10 games with his 17th goal. The second-year star, a No. 1 overall draft pick, has seven goals and 15 assists during the streak.
"It's good we came back," said Crosby, whose team has followed a four-game winning streak with three consecutive losses. "We've been struggling. Even though we lost in the shootout, we showed lots of character."
Ilya Kovalchuk had a goal and two assists for Atlanta, which has won two straight after a five-game losing streak.
Kovalchuk's 19th goal, his ninth on the power play, came at the 6:32 mark of the second period to give the Thrashers a 2-0 lead.
Kozlov's 12th goal, which gave the Thrashers a 3-1 lead 18:03 into the second period, came 1:27 after rookie Jordan Staal scored his NHL-leading fifth short-handed goal for the Penguins.
"The third goal was a tough one for us to give up," Penguins coach Michel Therrien said. "At those times, you just need to regroup."
In the shootout, Kozlov scored on wrister that sailed over Thibault's left shoulder. The 15-year veteran to 5-for-6 this season and 10-for-13 in his career.
"I try to do something different every time," Kozlov said. "So far, it has worked."
Staal's unassisted goal came after he stole Braydon Coburn's pass from Atlanta's right circle. He easily beat Lehtonen, who had no chance to move to his right and stop the puck.
Lehtonen stopped 36 shots, including 19 in the third, to improve to 15-7-6. Thibault had 29 saves and fell to 1-5-1 for the Penguins.
Each goalie faced two skaters in the shootout.
"We almost blew it with a two-goal lead," Lehtonen said. "We had too many penalties. I wasn't happy with the way the third period went."
Niko Kapanen's fourth goal opened the scoring at the 1:36 mark of the first.
Atlanta captain Scott Mellanby missed the game with a neck stinger he sustained at New Jersey. He is listed as day-to-day. ... The Thrashers improved to 13-0-2 when leading after two periods, 11-2-6 when opponents outshoot them. ... Pittsburgh dropped to 3-13-1 when trailing after two periods, 8-5-1 when outshooting opponents.
Copyright by STATS LLC and The Associated Press
Arena: Philips Arena Location: Atlanta, Georgia
Referees: Eric Furlatt, Craig Spada Linesmen: Steve Barton, Jonny Murray
Attendance: 17,328 (93.4% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
Niko Kapanen (4)
Assists: Braydon Coburn, Ilya Kovalchuk
Ilya Kovalchuk (18)
(Power Play) Assists: Marian Hossa, Slava Kozlov
Jordan Staal (10)
Slava Kozlov (12)
(Power Play) Assists: Ilya Kovalchuk, Marian Hossa
Ryan Malone (5)
Assists: Brooks Orpik, Sidney Crosby
Sidney Crosby (17)
Assists: Erik Christensen, Mark Recchi
No scoring this period
Slava Kozlov shootout attempt against Jocelyn Thibault with a Snapshot results in a GOAL!
Erik Christensen shootout attempt against Kari Lehtonen with a Wraparound results in a SAVE!
Marian Hossa shootout attempt against Jocelyn Thibault with a Snapshot results in a GOAL!
Sidney Crosby shootout attempt against Kari Lehtonen with a Wristshot results in a SAVE!