Defenseman Kevin Klein bruised his foot while blocking a shot, leaving the Rangers with just four defensemen for the final two periods.
McDonagh was injured on a check from Winnipeg's Evander Kane.
The injury to the left shoulder is the same one which McDonagh injured last April, causing him to miss about two weeks of action. There was no structural damage to shoulder as a result of that injury.
McDonagh, 25, was named the Rangers' captain prior to this season. He is averaging the most ice time of any New York skater this season.
- Dan Gartland