Cornerbacks Mike McKenzie and Tracy Porter, as well as wide receiver Devery Henderson, will sit out as well, Payton said Monday.
Most of the players are resting as a precaution.
McAllister may have had his best day of practice on Monday since having reconstructive surgery on his left knee and microfracture surgery on his right knee after a season-ending left anterior cruciate ligament tear in 2007. McAllister participated in two practices in a single day for the first time since training camp began on July 24.
Shockey is coming back from a broken left leg last December, and Payton has taken it easy on him since training camp began.
McKenzie, who tore his right ACL late last season, began practicing last week, but like Shockey has been limited by coaches who hope he'll be at full strength by the regular-season opener on Sept. 7.
Porter and Henderson both have minor hamstring pulls.
Wide receiver Marques Colston, who has minor swelling in his left knee, may sit out as well on Thursday night, Payton said.
"If it were the regular season, we'd probably push through it and he'd play, but we'll see where he's at," Payton said.
Meanwhile, Saints defensive linemen Brian Young and Hollis Thomas both missed practice with knee soreness. Payton did not discuss their status for Thursday's game. However, Payton has said the Saints will need to be careful with Young, who has an "arthritic condition" in his left knee that flares up when overworked.
Copyright 2008 by The Associated Press