The San Jose Sharks thought they improved from Game 1 to Game 2 in the Stanley Cup Final.

They still weren't good enough to avoid a 2-0 hole against the Pittsburgh Penguins.

Conor Sheary scored his fourth goal of the playoffs 2:35 into overtime, and the Penguins beat the Sharks 2-1 on Wednesday night for a second straight win to open the best-of-seven series.

"We've definitely shown we can play," Sharks captain Joe Pavelski said. "We believe we have another level, and we're going to have to find it."

The Sharks had the best road record in the regular season, were 5-1 in games following a loss this postseason and had won each of their Game 2s so far. Despite that, they lost back-to-back games for the second time in these playoffs.

Now, the Sharks find themselves in an unfamiliar position — trailing by two games in a series for the first time in the playoffs.

History isn't on their side. Teams are 44-5 and win it all 89 percent of the time when they take a 2-0 lead at home in the Cup Final.

Game 3 is Saturday in San Jose, where the Sharks are 7-2 in the playoffs.

"(Pittsburgh) held serve at home," Sharks coach Peter DeBoer said. "We better do the same thing."

Phil Kessel scored his 10th of the playoffs for the Penguins, while Justin Braun got his second career postseason goal with 4:05 left in the third period to send the game to overtime.

Pittsburgh's rookie goaltender Matt Murray stopped 21 of 22 shots to win for the 13th time in 17 games. Martin Jones turned aside 28 shots for San Jose.

Braun played with a heavy heart after his father-in-law, ex-NHLer Tom Lysiak, passed away Monday at 63 following a battle with leukemia.

"It was exciting to get one, but at the end of the day, you want the 'W,'" said Braun, who will fly to Atlanta on Thursday for the funeral.

"Unfortunately, we fell one short."

San Jose better handled Pittsburgh's speed, but the Penguins still dictated the tempo and outshot the opposition for the 11th straight game. The Penguins were also better in the faceoff circle, particularly captain Sidney Crosby, who won 17 draws.

Sharks forward Logan Couture was frustrated at Crosby's success.

"He cheats and gets away with it," Couture said. "He's Sidney Crosby. He times them and they don't kick him out for some reason, probably because of who he is."

Pittsburgh held a two-to-one advantage in shots through two periods after the Sharks were held without a shot for an 11-minute span in the second period. At one point, Pittsburgh had blocked more shots than San Jose had put on goal.

"We have to be quicker," Couture said. "We haven't looked quick these two games. We've looked a lot quicker."

DeBoer juggled the lines in the third period and it worked for the Sharks, who were able to generate consistent pressure in the Pittsburgh zone and tie the game.

Braun's goal deflected off Carl Hagelin's stick and beat Murray to the short side. The Sharks swarmed the Pittsburgh net and nearly had the go-ahead goal in the final minutes of the third before the game went to overtime.

"It gave us a shot," Pavelski said. "We had a little energy and we felt like it was going to be our night."

That wasn't the case for the Sharks, who must win four of the next five games against one of the hottest teams in the league in order to hoist the Stanley Cup.

"We have to win the next one and get a little momentum from there," Pavelski said.