De Jong's start to his Newcastle career has not gone to plan since his move from Ajax in July, as the Netherlands international was suffering from a calf injury before experiencing another setback this week.
A brief statement on Newcastle's official website said: "Siem de Jong sustained an injury to his right thigh in training earlier this week and is to be assessed further at the start of next week.
"Initial indications are that he is likely to be out for a number of months."
De Jong earned his first Premier League start in the 3-3 draw against Crystal Palace last weekend after making a substitute appearance in the stalemate at Aston Villa.
The 25-year-old, who signed a six-year deal at St James' Park, could now face a long wait for his next top-flight appearance.
