"He was playing unbelievable," Crosby said of Malkin. "It's really fun to see a teammate take over a game like that and when he is playing like that, I think he pushes everyone to raise their level. I was just trying to keep up with him and make sure that I was there to create things when he was open."
Kris Letang had a goal and an assist and Marc-Andre Fleury made 26 saves for Pittsburgh, which won for the first time in three games since having a 12-game winning streak snapped.
Malkin, who had three goals in two games since returning from missing four contests due to a knee injury, had two goals and three assists Monday -- all within the first 27:21 of the game.
"For Sidney Crosby to shake his head a little bit and say wow is a unique thing," Penguins coach Dan Bylsma said.
What's scary for the rest of the NHL is that Pittsburgh's winning streak came with Malkin either out of the lineup or at less than 100 percent due to a left knee that has bothered him through much of the early part of the season.
Malkin had only eight goals in 26 games before his recent tear but declared himself "close to 100" percent now, partially aided by a rare four-day break between games for the Penguins.
Crosby's point streak is the longest in the NHL this season, one short of the longest since the 2004-05 lockout and trailing only two streaks by Mario Lemieux in franchise history.
Crosby assisted on Malkin's goals in a span of 86 seconds of game time bridging the first intermission. The first came directly off a faceoff in the Phoenix end, Crosby duping wing Lauri Korpikoski after Vernon Fiddler was thrown from the draw, winning the faceoff forward, lunging and feeding a wide-open Malkin for a one-timer.
Just 51 seconds into the second, Malkin again was fed by Crosby while wide open in the slot when Phoenix defenseman Keith Yandle tripped behind his own net seconds into a Pittsburgh power play. Crosby picked up the loose puck and found Malkin for his 21st assist during his streak.
Just 2 minutes later, Crosby scored his 21st goal of the 21-game streak -- again while on the power play. This time, Malkin set up Crosby.
When Matt Cooke scored moments after Malkin's faceoff win later in the period, Phoenix goalie Jason LaBarbera was pulled and the rout was on.
Malkin's five points matched the most by any player in the NHL this season, done six times previously. He had done it twice before in his career.
"I'm happy because yeah, of course I'm scoring, but the team is getting two points," Malkin said. "It feels awesome now, and every game I feel better and better and I'm keeping on my game."
Playing without starting goalie Ilya Bryzgalov (upper-body injury) for the third straight game, Phoenix fell to 1-2-1 during an East Coast tour of Atlantic Division teams.
"This is unacceptable for our group," coach Dave Tippett responded tersely to the only question from reporters he answered before bolting off. "We will address some of the issues we have. This is not who we are, this is not who we are going to be, and we will do whatever we can to fix it."
The Coyotes lost Taylor Pyatt when he was visibly wobbled after taking a punch during a second-period fight with Deryk Engelland. Pyatt will be examined in Phoenix on Tuesday.
Phoenix also was upset after the game at Cooke, who was penalized for skating from near center ice to check Yandle violently high and into the boards late in the second.
"It's just a dirty hit," Yandle said. "Dirty player. He's got no respect. ... He better get a suspension for it.
"His only intent is to try to hurt me with his hands high. I just hope that [league officials] review it."
Wojtek Wolski was limping after he scored for the second consecutive game for Phoenix -- on Derek Morris' shot that struck him in the right leg while he stood in the crease to Fleury's left. The puck deflected up, nipping Fleury's helmet, and back into the net 8 minutes into the third.
Pittsburgh's Chris Conner added his third goal of the season with 1:39 to play.
Not counting the All-Star break, the Penguins have only one other four-day break this season. ... G Matt Climie made his first appearance of the season and the fifth of his NHL career. It was his Coyotes debut.
Copyright by STATS LLC and The Associated Press
Arena: CONSOL Energy Center Location: Pittsburgh, Pennsylvania
Referees: Marc Joannette, Frederick L'Ecuyer Linesmen: Derek Amell, Jean Morin