Detroit defenceman Niklas Kronwall was named the league's second star, while Chicago defenceman Duncan Keith took third star honours.
Malkin's big week helped the Penguins (18-9-1, 37 points) earn seven out of a possible eight points and remain in first place in the Metropolitan Division. The highlight for Malkin was a four-point performance in a 5-1 win over Florida on Saturday.
Malkin leads the NHL with 28 assists and ranks second with 35 points, one behind teammate Sidney Crosby.
Kronwall had three multi-point games in leading the Red Wings (14-7-7, 35 points) to three victories in three starts.
The highlight came Wednesday as he scored his third power-play goal of the season and added an assist in a 6-1 victory over the Boston Bruins.
Kronwall is tied for fourth among NHL defencemen with 18 assists and 21 points in 26 games this season.
Keith had six assists over the week as the Blackhawks (20-4-4, 44 points) won all four of their games to move atop the NHL standings.
He capped the week by recording two assists, his fourth multi-point game of the season, in a 5-2 victory over the Phoenix Coyotes on Saturday.
He leads all NHL defencemen with 23 assists and ranks second among blue-liners with 24 points in 28 games this season.