The 29-year-old Austrian, who signed a contract extension on Saturday after interest from Chinese clubs, was pictured leaving the Molineux Stadium on crutches.
"It will not be an easy injury. I hope he hasn't any problems but we must review him with an examination," Pellegrini told reporters.
"It was a hard kick in his foot. I'm disappointed about that and disappointed because we have just 15 fit players.
"We don't have any creative midfielders in this moment so it's difficult playing so many games with the same 15 players."
Pellegrini is currently without Fabian Balbuena, Winston Reid, Manuel Lanzini, Andriy Yarmolenko, Jack Wilshere, Samir Nasri, Aaron Cresswell and Lucas Perez through injuries.
(Reporting by Hardik Vyas in Bengaluru; Editing by Amlan Chakraborty)
