Juuse Saros made 32 saves for Nashville, which has lost six of seven.
Kuemper had to be sharp early, denying Yakov Trenin from in close just 13 seconds into the game. That was one of 11 saves Kuemper made in the opening period. A minute and a half into the third, he made a sweeping glove save on a one-timer off the stick of Predators captain Roman Josi.
It was the 26th career shutout for Kuemper, who had five last season with Colorado.
After a wide-open first period in which the teams combined for 27 shots but no goals, Malenstyn scored the first goal at 12:49 of the second.
On the right wall, Malenstyn poked the puck to Nic Dowd, who drove toward the Nashville net. Dowd found Malenstyn in the slot trailing the play, where he had an easy tap-in past Saros for his first goal this season and second of his NHL career.
Protas added an insurance goal at 6:44 of the third after finding a loose puck in front and slipping it by Saros. Ovechkin scored an empty-net goal with 2:45 remaining, his 16th career goal against Nashville.
Oshie played just two shifts totaling 1:51 of ice time before heading to the dressing room, with his second shift ending at the 5:55 mark of the first period. Carlson exited later in the period after playing six shifts with 3:38 of ice time.
The Predators scored a power-play goal in each of their previous two games but came up empty in five opportunities with the man advantage Saturday.
Nashville entered the day with the NHL’s 28th best power play, scoring just three times on 31 attempts.
Capitals: Visit the Carolina Hurricanes on Monday.
Predators: Begin a five-game Western trip Tuesday at Edmonton.
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Jim Diamond, The Associated Press