Although the 29-year-old left the Grbavica Stadium in Sarajevo without the use of crutches following Belgium's 4-3 win, coach Roberto Martinez offered a sombre assessment of the player's condition.
"We are all worried about Fellaini," Martinez told reporters. "We fear that there's ligament damage."
The Belgian FA said the player would undergo an MRI scan on Sunday.
"It is something to be worried about on first sight. Ligaments, left knee. More news tomorrow," it said.
United manager Jose Mourinho had voiced concerns over how the international break could stall his side's momentum ahead of next Saturday's high-profile clash against Liverpool at Anfield and a mounting injury list will only dampen his mood.
Record signing Paul Pogba is a long-term absentee after picking up a hamstring injury against Basel in the Champions League last month and Michael Carrick, who has played just once this season, is also a major doubt for the Liverpool match.
After amassing 19 points from seven league games, United are second in the standings below neighbours Manchester City on goal difference.
(Writing by John O'Brien in Singapore; Editing by Peter Rutherford)
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