Malkin had been attempting to play through the injury, but coach Dan Bylsma said the team decided to rest the center. The Russian star would miss seven games if he is out two weeks and 10 games if he is out for three.
"He strained his shoulder about 10 days or so ago," Bylsma said Thursday. "I don't know the exact day. It is precautionary for the player. We are worried about the safety of the shoulder. A couple of weeks of rest and rehab will get that thing healthy."
The injury will end Malkin's streak of 254 consecutive regular-season games played. The Penguins play Friday at Columbus.
"It's early in the season. It's fine," Malkin said. "I feel good. It's not a big problem."
Malkin is tied with Sidney Crosby for the team lead in scoring with 14 points -- four goals and 10 assists in 12 games. Malkin had one assist during a 6-1 victory over Montreal on Wednesday night, Pittsburgh's eighth win in nine games.
Last season, Malkin was the MVP of the playoffs, getting 14 goals and 22 assists in 24 playoff games while helping the Penguins win the Stanley Cup. He edged Washington's Alex Ovechkin 113-110 for the regular-season scoring title.
Penguins forward Tyler Kennedy won't play in Columbus due to an undisclosed injury that also kept him out of the Montreal game. Kennedy has scored five goals.