The shutout was McElhinney's first this season and ninth in 205 NHL games (154 starts). He had three with the Toronto Maple Leafs last season, the most recent coming when he made 33 saves against the Montreal Canadiens on March 17, 2018.
McElhinney, returning from a lower-body injury, made his first start since Jan. 15, a 6-2 loss to the New York Rangers.
WATCH: [All Hurricanes vs. Penguins highlights]
"No complaints. I'll never complain about a shutout," McElhinney said. "So it's nice to get a lead on the road, especially against a good team like Pittsburgh. ... I probably should've taken the extra week. I was originally hurt around Christmas time. So this worked out pretty well. It was nice to get two weeks. Body feels great. It was nice to get a few practices in before this game."
Jordan Martinook, Brett Pesce, Micheal Ferland and Andrei Svechnikov scored for the Hurricanes (26-21-6), who are 11-4-1 in their past 16 games.
Matt Murray made 28 saves for the Penguins (28-19-6), who have lost six of their past nine games (3-6-0) after winning 10 of their previous 11. They were shut out for the second time this season, the first coming in a 5-0 home loss to the Maple Leafs on Nov. 3.