Khedira collided with Cornella midfielder David Garcia shortly after halftime at the Bernabeu and after playing on for a few minutes the German international had to come off and was replaced by Jese.
"After neurological tests conducted today on Sami Khedira ... the player has been released," the European champions said on their website (www.realmadrid.com) on Wednesday.
They did not specify if he would be out of action for any length of time.
Holders Real won the last-32, second leg game against the third-tier minnows 5-0 for a 9-1 aggregate victory.
Their next outing is a La Liga match at home to Celta Vigo on Saturday when they will be seeking to maintain their two-point lead over Barcelona at the top.
Real are on a club-record winning streak of 17 games stretching back to September when they were beaten 2-1 at home by champions Atletico Madrid in La Liga.
(Reporting by Iain Rogers, editing by Peter Rutherford and Ken Ferris)
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