The captain suffered a shoulder injury as his side were defeated 54-16.
Jones hurt the same shoulder that threatened to sideline him from this summer’s British and Irish Lions tour of South Africa before he made a startling recovery and started all three Tests.
He went off just 18 minutes into the contest, causing concern ahead of Wales’ remaining Autumn Nations Series appointments with South Africa, Fiji and Australia.
Wales head coach Wayne Pivac sa: “Al, talking to him in the changing room, feels pretty good. We will get a scan as a precaution, but he is not in discomfort.
“Obviously at the time, he couldn’t play on, but he is feeling a lot better, so that’s a plus.”
Asked if there were worries if 149 times-capped Jones had suffered a repeat of his Lions injury woes, Pivac added: “That wasn’t the discussion, and our medical team was in South Africa.
“I don’t think they will write Alun Wyn Jones off after what happened in South Africa. We will get it scanned, and then we will know a lot more, come Monday.”
The news does not look so promising for flanker Ross Moriarty who went off just before half-time nursing a shoulder problem.
“Ross’ is an AC joint,” Pivac said. “He was in quite a bit of pain, so that doesn’t look too good.”
New Zealand equalled their record-winning margin against Wales in Cardiff, but it was not until the final quarter that they cut loose, scoring four tries after Wales hauled themselves back to just 12 points adrift.
It extended New Zealand’s relentless winning run against Wales, and they are unbeaten in the fixture since 1953.
Beauden Barrett’s try double, in his 100th Test, plus TJ Perenara, Will Jordan, Dalton Papalii, Sevu Reece and Anton Lienert-Brown touchdowns kept New Zealand in charge, while Jordie Barrett kicked 19 poeng.
Wales battled hard in front of a 70,000-plus Principality Stadium crowd, but they were ultimately outclassed and restricted to a second-half try for centre Johnny Williams, with Gareth Anscombe booting two penalties and Rhys Priestland adding a penalty and conversion.
Pivac said: “Clearly, the last 20 minutes showed a difference in fitness levels. You are talking about a side that has been playing international rugby on the road for a couple of months.
“We’ve got some work to do in that area, and we are going to work as hard as we can over the next seven days before the next opponent. We knew about the game for a long time, and we were excited with the squad we had.
“At the end of the day, på 28-16 med 18 minutes to go I was very pleased with the performance to that point, but it is small margins, as I say, and sides punish you.
“The performance today will definitely have helped for us on the road to (World cup) 2023. I thought Taine Basham was probably our man-of-the-match, and his confidence will go through the roof. We are going to look at the positives, and we will build on that performance for next week.
“Someone like Taine I thought stood out, he played very well. På 28-16 we are back in the game to a degree, and we gave away a silly penalty, and it was game over at that point.
“We had two weeks to focus on this match, and we wanted to get as many learnings out of it as we could.”
Wales stars like Dan Biggar and Louis Rees-Zammit will be available to face the Springboks following their club commitments, but it remains to be seen how many of Pivac’s sizeable injured contingent recover in time.
On Wales’ challenge against his team, New Zealand head coach Ian Foster said: “I thought that first 50-odd minutes they were really competitive and played with a lot of passion. They held the ball as we expected them to and ran hard.
“I thought our defence was outstanding. I thought we were pretty disciplined, and once we started to put them under pressure, force a few turnovers, we got the opportunities we were looking for.”
And assessing two-try Barrett’s performance, Foster added: “I thought he was strong. He did what he does.
“I think the main focus should be on ‘Beaudie’. His 100th game, you couldn’t probably want to script it better. He guided us through a tense time, and I couldn’t be more proud of his game.”