McPhee also said the time off will help them prepare.
"We're not going to Mexico," he said. "We're going to be practicing, training hard and working on our structure."
Vegas, the first team to advance this season, will have home ice in the second round.
"I have no idea what to expect next series," McPhee said. "We played some really sound hockey. What lies ahead, we don't know. We'll know in a couple weeks."
Vegas averaged 3.27 goals per game in the regular season, fifth most in the NHL, but reached the second round on the strength of its defense and goaltending. The Golden Knights outscored the Kings 7-3, averaging 1.75 goals per game.