Second half tries to Kurt Baptiste and Sisa Waqa confirmed the final scoreline, with Canberra captain Jarrod Croker kicking five from six.
Centre Mitch Lewis and fullback Will Smith scored second half tries for Penrith, while halfback Jamie Soward played no part in the game after halftime following a hit in a heavy tackle just before the break.
Canberra fullback Wighton was lucky not to be placed on report for the incident, replays inconclusive about whether contact with the head had been made.
Halfback Williams opened the scoring in the seventh minute, when he strolled through some very flimsy Penrith defence.
Canberra enjoyed the bulk of possession in the first half, with captain Croker and backrowers Jarrad Kennedy and Shaun Fensom scoring tries.
Penrith finally got on the board just before halftime, when hooker James Segeyaro burst through some soft Canberra defence to score under the posts.
Raiders coach Ricky Stuart described the match as the start of the 2016 campaign.
"We know we're heading in the right direction," Stuart said.
"Over the last eight months it's shown, and we feel and we certainly hope our fans believe we're going in the right direction, too. We know we have a lot to work on.
"We've got a make our home ground here more of a tough place to come for the opposition, and we've got to win more games at home.
Shillington, who stayed on the field talking with fans well after the end of the post-match formalities, said the win was a great way finish his time in the nation's capital.
"We've struggled to win all year, and my last game here, I wanted to finish on a high," he said.
"I'm extremely appreciative of the club. I came down here looking for opportunity from the Roosters, and I wanted to be a starting player and they facilitated that.
"Under (former coach)Dave Furner, I became a representative player, and I can't thank the club enough."
- AAP
