Shockey, who was acquired from the New York Giants in a trade shortly before training camp, had 16 receptions for 151 yards during the Saints' first three regular-season games. He played Sunday in New Orleans' 34-32 loss at Denver, catching eight passes for 75 yards.
On Monday afternoon, Saints spokesman Greg Bensel confirmed a report on The (New Orleans) Times-Picayune's Web site that Shockey was scheduled to have surgery this week.
A sports hernia is the weakening of muscles or tendons in the lower abdominal wall. For Shockey, it's the second serious injury in as many seasons. He broke his left leg last December and missed all of the Giants' postseason run to a Super Bowl championship.
Shockey's absence also is the second major blow to the Saints' receivers this season following the loss of Marques Colston in Week 1.
Colston, who led the Saints in receiving in each of the previous two seasons, needed surgery to repair a torn ligament in his left thumb and is not expected back for another month.
Shockey lobbied for a trade to the Saints in the offseason, hoping to rejoin head coach Sean Payton, who was the Giants' offensive coordinator in 2002, the flamboyant tight end's rookie season.
Shockey caught more passes (74) for more yards (894) that season than any other in his career and was the rookie of the year. With the Saints, he was expected to play a major role in a pass-oriented offense led by quarterback Drew Brees.
So far, the Saints' leading receiver this season is running back Reggie Bush, who has 26 catches for 250 yards and two touchdowns.
With both Colston and Shockey out, the Saints may have to rely more on receivers David Patten, Devery Henderson, Lance Moore, Robert Meachem and Terrance Copper. However, Patten pulled his left groin during Sunday's game and is unsure of his status for this week, while Copper was inactive last weekend with a pulled hamstring.
Payton met with reporters earlier on Monday afternoon, but did not mention Shockey's injury.