Szabados joined the Southern Professional Hockey League team last week. The 27-year-old goaltender from Edmonton backstopped the Canadian women's hockey team to Olympic gold Feb. 20.
Columbus led 2-1 after the opening period, but Knoxville scored three unanswered goals in the second before the Cottonmouths scored again in the third.
“It was fun,” Szabados told the Columbus Ledger-Enquirer. “I saw a few Szabados shirts out there. It was definitely a great moment.”
Szabados made 27 saves in Canada's 3-2 thrilling overtime win over the U.S. to defend the gold in Sochi. She posted a 28-save shutout over the Americans in the women's Olympic hockey final in 2010.
Szabados has spent much of her career in men's leagues. She played for Sherwood Park, Bonneyville and Fort Saskatchewan during her four years in the Alberta Junior Hockey League. She then spent five years in Alberta men's college hockey with Grant MacEwen and then NAIT.
Saturday's game was her first since the Olympic women's final, although she practised with the NHL's Edmonton Oilers when they were short a backup goaltender March 5.
No woman has ever played in an NHL regular-season game. Goaltender Manon Rheaume became the first to play in an exhibition game with the Tampa Bay Lightning in 1992.
Canadian women's hockey team forward star Hayley Wickenheiser has played in men's leagues in Finland and Sweden during her career.
The Cottonmouths are 25-25-3 in the 10-team SPHL and have secured a berth in the playoffs.