The Southampton striker was present at the start but left with team doctor Enrico Castellacci to undergo tests.
During the Belgium match, the 30-year-old Pelle dislocated the little finger on his left hand and had his foot stamped on.
After playing Sweden in Toulouse, Italy have their final Group E match against Ireland in Lille on June 22.
(Writing by Adriana Garcia; Editing by Robin Pomeroy)
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