Cooley scored with just one second remaining in regulation to force overtime after Ben Kindel had seemingly secured victory for Pittsburgh with 25 seconds left. Sergachev then completed Utah's comeback at 3:27 of overtime, giving the Mammoth a memorable road win.
Elsewhere, the Tampa Bay Lightning held off a late Winnipeg Jets rally to win 6-4, while the Carolina Hurricanes edged the Columbus Blue Jackets 3-2.
Cooley completes stunning hat-trick for Utah
Utah appeared in control after Cooley scored twice in the first period to give the visitors a 2-0 advantage.
The forward opened the scoring at 4:40 before adding his second at 14:11, putting Pittsburgh under pressure on home ice.
The Penguins responded in the second period when Erik Karlsson reduced the deficit to 2-1. Rickard Rakell then scored a short-handed goal in the third period to bring Pittsburgh level.
The closing moments produced an extraordinary finish. Kindel put the Penguins ahead 3-2 with 25 seconds remaining, but Cooley produced a remarkable response, batting the puck into the net with one second left to complete his hat-trick and send the game into overtime.
Sergachev eventually delivered the winning goal at 3:27 of overtime, converting a rebound after Barrett Hayton's attempt to seal a 4-3 victory for Utah.
Goaltender Sebastian Cossa made 31 saves for the Mammoth, while Arturs Silovs stopped 30 shots for Pittsburgh.
Lightning survive Jets comeback
The Tampa Bay Lightning secured a 6-4 home victory over the Winnipeg Jets after surviving a determined late comeback.
Tampa Bay had established a commanding 5-1 lead by the end of the second period, but Winnipeg refused to surrender.
Kyle Connor scored late in the third period to give the Jets renewed hope of completing the comeback. However, the Lightning managed the closing stages and added an empty-net goal to secure the win.
Anthony Cirelli and Brandon Hagel were particularly influential, recording three points apiece.
The victory improved Tampa Bay's record to 8-3-1 and maintained its unbeaten home record at 6-0-0.
Hurricanes hold off Blue Jackets
The Carolina Hurricanes continued their strong start to the 2026/27 season with a 3-2 victory over the Columbus Blue Jackets.
Carolina established a three-goal advantage, with Mark Jankowski scoring 16 seconds into the third period to make it 3-0.
Columbus attempted to fight back, with Kent Johnson among the scorers as the visitors reduced the deficit to one goal.
However, goaltender Pyotr Kochetkov made 24 saves on 26 shots to help Carolina protect its lead and secure another victory.
The result moved the Hurricanes to 11-2-2, further strengthening their position among the leading teams in the Eastern Conference.
Red Wings defeat Blackhawks as Arvidsson scores hat-trick
Detroit Red Wings also enjoyed a productive night, beating the Chicago Blackhawks 4-1.
Connor Bedard gave Chicago an early lead, but Viktor Arvidsson scored twice in regulation before completing his hat-trick with an empty-net goal.
Lucas Raymond also scored for Detroit, while goalkeeper John Gibson made 18 saves.
Arvidsson finished with four points, including three goals and an assist, as Detroit improved its record to 6-4-3.
Blues end scoring drought against Bruins
The St. Louis Blues recorded a 4-1 victory over the Boston Bruins, ending a two-game scoring drought.
Robert Thomas and Philip Broberg each contributed a goal and two assists, while Jimmy Snuggerud and Jake Neighbours also found the net.
Joel Hofer made 31 saves for St. Louis, which recovered from an early deficit to claim a convincing home victory.
James Hagens scored Boston's only goal as the Bruins suffered a second consecutive defeat.
Results from Thursday's NHL action
• Tampa Bay Lightning 6-4 Winnipeg Jets
• Utah Mammoth 4-3 Pittsburgh Penguins (OT)
• Carolina Hurricanes 3-2 Columbus Blue Jackets
• Detroit Red Wings 4-1 Chicago Blackhawks
• St. Louis Blues 4-1 Boston Bruins