The Kings made the move Thursday before opening a five-game road trip at St. Louis.
Vey has appeared in 14 games for the Kings this season, recording five assists.
Vey takes the roster spot vacated by Tyler Toffoli, who was sent back to Manchester on Wednesday.
Toffoli is in an 11-game goal drought. The move also would allow the rookie to play in the AHL during the NHL's Olympic break.