McKenzie walked from the field with the help of a Chiefs medic but appeared in pain and if it is a ligament tear he could be out for a considerable amount of time. As a comparison, Highlanders loose forward Liam Squire tore a medial ligament in training last month and has been ruled out for eight to 10 weeks.
Chiefs and All Blacks lock Brodie Retallick suffered a shoulder injury in the match, one of the most physical of the season for either team, but Cooper was hopeful it was just a "stinger" with no long-term effects.
McKenzie's issue comes after Blues midfielder Sonny Bill Williams underwent key-hole surgery on his right knee on Friday, an operation he later described on social media as successful.
Williams is likely to be out for six weeks and it could be another long wait before Crusaders prop Owen Franks reappears.
Franks injured a shoulder on the eve of the Waratahs match in Sydney which ruled him out of that loss and his team's wins over the Brumbies and Highlanders in Christchurch.
The Crusaders have a bye this week, but coach Scott Robertson has already ruled out Franks from playing in the next match against the Lions in Christchurch, a repeat of last year's grand final.
"We're going to re-scan in two weeks to see how the healing is going, to see how serious it is," Robertson said after his side beat the Highlanders 43-17 with another second-half blitz. "But, at the moment, he won't play for the next few weeks."
The Highlanders, who have now gone six matches without a win, were missing All Blacks halfback Aaron Smith due to an ankle problem and Squire due to a knee injury which will keep him out for another month at least.
The Crusaders' battled to subdue a Highlanders' side determined to mark Ben Smith's 150th game in an appropriate manner, but their second-half performance again proved their title credentials.
One of their few concerns, apart from Franks' shoulder issue, is the number of penalties they conceded. The count was 18-5 overall and referee Ben O'Keeffe, after warning skipper Sam Whitelock, didn't reach for a card until just before the final hooter sounded.
"I was keeping a close eye on that [penalties]," Highlanders coach Aaron Mauger said. "That was being communicated through the wire and we were trying to do our best to make the referee aware of that count.
"The Crusaders are very good at killing momentum and that's what they do. It's why they probably don't leak too many points."