It is the Nittany Lions' first loss of the season.
Ella Gaitan's two goals put her atop the points leaderboard for Penn State.
Joe Buckley's first career goal was all the Nittany Lions needed to beat Yale.
Natalie Freeman's second goal of the season decided the match in the third quarter.
Head coach Tanisha Wright was still playing for Penn State the last time the two teams faced off.
Penn State opens the season against UConn.