Centre-back Gyepes was ruled out of Saturday's 1-0 defeat at Leicester with a sore back, leaving full-back McNaughton to come across and fill in.
But now McNaughton is struggling with a thigh strain, meaning Jones could be short of options at the heart of defence.
Captain Mark Hudson (ankle) is not expected to return until around mid-April, along with influential midfielder Joe Ledley (hips).
Striker Michael Chopra serves the second game of his two-match ban for accruing 10 bookings this season, meaning he will miss out at the Ricoh Arena as the Sky Blues look to leapfrog the Bluebirds into the play-off places.
However, Jones has received good news in that the trio of Peter Whittingham, Stephen McPhail and Mark Kennedy - who all returned to action at the Walkers Stadium after lengthy absences - have suffered no ill-effects and should be okay to continue.