Thompson was injured in the third period of Thursday's 5-1 victory over the Minnesota Wild and replaced by Adin Hill. Hill is 11-5-1 in Vegas with a .909 save percentage and 2.58 goals-against average.
Thompson, who had an MRI on Friday, appeared in the All-Star Game and is 20-13-3 with a .914 save percentage, allowing 2.66 goals a game.
The Knights called up Laurent Brossoit from their American Hockey League affiliate in Henderson. Brossoit was Vegas' backup last season, but missed training camp because of offseason hip surgery. After clearing waivers early in the season, he was sent to Henderson.
Brossoit was 8-11-3 in Henderson with a .909 save percentage and 2.72 goals-against average.
The Knights lead the Pacific Division with 66 points. They host the Anaheim Ducks on Sunday.