PITTSBURGH -- An early save on Pittsburgh Penguins' captain Sidney Crosby helped give New Jersey Devils' rookie goaltender Scott Wedgewood the confidence to reach another career milestone.

Kyle Palmieri scored twice in the first period and Wedgewood stopped 39 shots for his first career shutout as the Devils beat the Pittsburgh Penguins 3-0 on Thursday night.

"It was the second shot of the game, I had one knee down on the side of the post, it wasn't a high-scoring chance, but the puck hit my pad and I said to myself `well, I stopped Crosby," Wedgewood said.

"(Phil) Kessel had a one-timer on the power play. just joking and having fun, I was like `well, I stopped two high-scoring NHL players right now. Obviously, it was enjoyable."

The 23-year-old Wedgewood is filling in for Devils starting goaltender Cory Schneider, who hasn't played since injuring his knee March 4. Schneider recently returned to practice and could play again next week.

Wedgewood spent the season in the ECHL and mainly the AHL before an emergency recall earlier this week. He allowed one goal in his NHL debut against Columbus on Sunday, stopping 27 shots to become the first Devils goaltender to win in his debut since Martin Brodeur in 1992.

Wedgewood, New Jersey's third-round pick in 2010, followed his initial win with his first career shutout against a Penguins' team that ranks third in the league in scoring since Mike Sullivan took over as head coach in December. He has stopped 66 of his first 67 shots faced in the NHL.

"It hasn't really hit me yet," Wedgewood said. "I'm more excited to get the win, coming in here, playing a good team and guys that have a lot of skill. I'm feeling confident in my game and the guys around me are making it easy to play at this level."

Palmieri, who set career highs with 29 goals and 52 points, has a four-game points streak. He scored twice early and Wedgewood held off the high-scoring Penguins until Adam Henrique sealed the win for the Devils with his 27th of the season midway through the third period.

New Jersey has now won five of seven and remains within reach of the final playoff spot in the Eastern Conference with eight games remaining.

"I think our group is having a lot of fun trying to string some wins together in a playoff race," Palmieri said. "Some people have counted us out, but we haven't been eliminated yet."

Marc-Andre Fleury finished with 21 saves as Pittsburgh snapped a season-high six-game winning streak. The Penguins ended a run of nine straight games against Metropolitan Division opponents at 7-2.

They remained four points behind the second-place New York Rangers in the division -- and home-ice advantage in a first-round playoff series. The Islanders are one point back in fourth place and hold the Eastern Conference's first wild card spot.

Crosby saw a 12-game point streak come to an end. Crosby scored six goals and 20 points during a streak that was the longest active in the league.

"We didn't play well enough here," Crosby said. "We have to focus on making sure we're better. I think we know we have to bounce back here next game."

Palmieri opened the scoring 26 seconds into the game on a breakaway. He took a pass from Travis Zajac off the boards and squeezed a wrist shot through Fleury's pads to give the Devils the early lead.

Palmieri scored 8 seconds into a Devils power play later in the period as his slap shot from the left point beat Fleury to the glove side.

Wedgewood took care of the rest.

"Sometimes you can see nerves getting to people, but he's done a phenomenal job of settling everything down," Palmieri said. "He's played tremendous for us, starting with his first NHL game and then against one of the most high-powered offenses in the game. It's pretty impressive and hopefully he keeps it up."

Game notes

Patric Hornqvist and Eric Fehr both played in their 500th NHL game. ... Penguins F Beau Bennett returned to the lineup after missing 42 of the previous 43 games. ... Devils F Blake Pietila made his NHL debut. ... Pittsburgh scratched D Ben Lovejoy, D Derrick Pouliot, C Oskar Sundqvist and G Jeff Zatkoff. ... New Jersey scratched D Jon Merrill, D David Schlemko, D Seth Helgeson, C Jacob Josefson, and F Jordin Tootoo.