Scheifele exited early in the first period after taking a shot on the power play and seemed to be favouring his right arm. He headed straight to the dressing room and did not return for another shift.
The 30-year-old forward also crashed hard into the boards after a missed breakaway attempt earlier in the period.
After the team’s loss, coach Rick Bowness said Scheifele will be re-evaluated on Tuesday. The Jets trail the series 3-1 with Game 4 in Vegas on Thursday.
Scheifele had one goal through the first three games of the series.
The long-time Jet had 42 goals and 68 points in 81 games for the team in the regular season.
Scheifele is the second Jets star to get hurt in this series as Winnipeg lost defenceman Josh Morrissey for the series in Game 3 to a lower-body injury.