Thompson made 18 saves on 19 shots during the Capitals' 4-1 win over the Penguins on Saturday.
Thompson was less than nine minutes away from logging his third consecutive shutout, but he wasn't able to stop Bryan Rust's shot on a 2-on-1 midway through the third period. Still, Thompson has allowed just two goals over his last four outings, and he stands at 6-0-1 with a .944 save percentage and 1.48 GAA through seven appearances in January.