Kane got tangled up along the boards with Anthony Peluso, and Peluso appeared to fall on Kane's right leg.
Kane was seen holding his leg in pain and he was helped off the ice.
Coach Claude Noel described the injury as a "tweak," but said Kane is listed as day-to-day until they have him assessed and find out the seriousness.
Kane has been one of the most energetic members of Winnipeg's offence in their first seven games of the season, with three goals and two assists.
The Jets (3-4-0) are at home this week to face the St. Louis Blues Friday.