It's the first time this season the team will be without both Malkin and Sidney Crosby, who has been sidelined since Jan. 6 with a concussion.
"[Malkin] will not be going on the trip with us for [Thursday's] game," coach Dan Bylsma said. "He's not feeling well and getting evaluated."
Bylsma would not discuss what the injury was, but it is believed to be his left knee.
Malkin has 15 goals and 22 assists in 42 games for Pittsburgh, but he has not scored in six games.