Coach Mike Sullivan said earlier Saturday that Malkin returned to Pittsburgh after the game while the team headed to New York.
Malkin is second on the Penguins with 27 goals and 31 assists in 57 games. He missed 10 games earlier this season because of an undisclosed injury. The team went 5-4-1 without him.
His absence this time will likely linger into the playoffs, which begin April 13.
Pittsburgh currently occupies the second wild-card spot in the Eastern Conference.
Information from The Associated Press was used in this report.