The Russian joined Mario Lemieux (690), Sidney Crosby (451) and Jaromir Jagr (439) as the only players in franchise history to reach 400 goals.
''Every goal is special,'' the 33-year-old said. ''It's a good number for sure. It's a huge number, but I want more for sure.
''I hope I play five, six more years with Penguins and we see what's going on after.''
Malkin scored Pittsburgh's first empty-net goal in the third period, and Kris Letang added another.
Malkin returned to Pittsburgh's lineup after sitting out two games with illness.
''I don't care how you get it. Four-hundred goals is an awful lot of goals in this league,'' Penguins coach Mike Sullivan said.
Bryan Rust and John Marino also scored for the Penguins in a third straight win to open a three-game swing through Alberta and British Columbia.
Johnny Gaudreau scored for the Flames, who have lost back-to-back games following a seven-game winning streak.
''We're generating enough offensively, but the thing you have to remember in this game is, it's not what you make all the time,'' Calgary coach Geoff Ward said. ''It's what you leave. We left a little bit out there that they were able to take advantage of and cash.''
Pittsburgh's Tristan Jarry made 33 saves for his fifth win in six starts for Pittsburgh.
Calgary counterpart Cam Talbot stopped 29 shots in his ninth start this season (3-6-0).
The Pens have been without captain Crosby for 17 games since his Nov. 14 surgery on a core muscle injury. Pittsburgh is 10-4-3 without him.
Forward Sam Bennett was back on the bench for the Flames after 13 games sidelined with an upper-body injury.
Trailing 1-0 and outshot 17-6 after the first period, the Penguins struck twice within two minutes starting at 12:13.
Jarry denied Milan Lucic on a two-man breakaway with teammate Tobias Rieder late in the second period to preserve Pittsburgh's lead.
Rust circled out from behind Calgary's net and threaded a shot that Talbot couldn't get enough of his pads on at 13:35.
Marino pulled the visitors even with a power-play goal. The defender wired a wrist shot from the top of the faceoff circle.
Gaudreau bumped Joseph Blandisi off the puck in the defensive zone in the first period to skate the puck up ice. He dished to Mikael Backlund inside the blue line and headed to the net, where he put a pass from Rieder over Jarry's pad at 16:05.
The Flames are 7-2-0 since Geoff Ward's promotion from assistant to interim head coach.
NOTES: Pittsburgh improved to 2-0 against the Flames this season after a 3-2 OT win at home Nov. 25. ... Atlanta Braves pitcher and Calgary-native Mike Soroka attended the game.
Penguins: Play at Edmonton on Friday night.
Flames: Host Montreal on Thursday night.
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