Vokoun spent only one season with the Capitals and was set to become an unrestricted free agent on July 1. The Penguins signed him to a two-year contract worth an average of $2 million annually, the team said.
Penguins general manager Ray Shero, after getting permission from the Caps, spoke with Vokoun for 40 minutes Sunday to ensure the veteran wanted to go to Pittsburgh.
"I wanted to find out his interest level in playing here," Shero told ESPN.com Monday. "He wants to go to a place where he has a chance to win. He's 35 and will be 36. We talked about what we had here. He's played against us a lot, he was comfortable with the setup here and confident he could help (starter Marc-Andre Fleury) and help our team. He said he was excited when he heard it was Pittsburgh."
Vokoun signed with Washington last summer as one of several veterans pegged to help the Capitals win their first Stanley Cup. But he hurt his groin late in the season and sat out the playoffs.
Vokoun finished with a record of 25-17-2 and a .917 save percentage in 48 games for the Capitals. He posted a 30-save shutout against the Penguins in January.
He has also played for Montreal, Nashville and Florida in his NHL career.
Information from ESPN.com's Pierre LeBrun and The Associated Press was used in this report.