Klein, who broke his left arm on March 11 in Washington when he blocked an Alex Ovechkin wrist shot, was supposed to be sidelined for four to six weeks. He did not practice with the team Tuesday.
Rangers coach Alain Vigneault said that he would like Klein, who is currently skating on his own, to practice with the team before appearing in a game. Vigneault said Klein will not practice Wednesday, the club's last practice prior to Game 1 of the Eastern Conference quarterfinals.
"He's day-to-day," Vigneault said, when asked about Klein's status. "Like everyone knows, a broken bone takes time to heal. We anticipated four to six [weeks]. We're within that range. He's been skating on his own, but he's not quite ready yet."
The 30-year-old Klein, acquired in a trade with Nashville last season, had nine goals and 26 points for the Rangers in 65 games this season.
The Penguins are not without their own missing pieces on defense, as their injury-ravaged back end was a significant factor in their 4-9-2 stretch to close out the season.
Rookie Derrick Pouliot missed the regular-season finale, Kris Letang is out indefinitely, and Olli Maatta is done for the season, though veteran Christian Ehrhoff appears to be on the mend and practiced with the team on Tuesday.