The 22-year-old's car was pitched into the fence and tyre wall at the entrance to the tunnel after McLaren's Jenson Button made a highly optimistic attempt to go through on the inside of the corner.
The Sauber ended up on its side with Wehrlein trapped inside.
"They did a very quick check here and all seemed to be fine," Sauber principal Monisha Kaltenborn told Reuters when asked whether the jolt had aggravated Wehrlein's earlier injuries.
"He will do a scan next week and then we'll see."
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Wehrlein told the official Formula1.com website that he had touched his head on the barrier and criticised Button, standing in for Spaniard Fernando Alonso who was racing at Indianapolis, for a "silly move".
"It's a bit difficult to understand what went on in his (Button's) mind there," said Kaltenborn, whose other driver Marcus Ericsson also crashed out.
Button, who was deemed at fault by race stewards and given a three-place grid drop for a next race that may never happen, defended himself by saying he would not have made the move had he thought it impossible.
"These cars are so difficult to see out the back of -- I've been telling the team and the FIA that this weekend. So I tried to back out of it (the overtake) but it was too late and we touched," said the 2009 world champion.
"I've never seen a car go up on its side before... horrible to see."
Wehrlein remained in the car for several minutes as marshals struggled to get to it and right it while the safety car passed by.
"We didn't straight away get a response from him and then he said he was fine. He wanted obviously to come out and he couldn't and I imagine it was getting hot in there," Kaltenborn said. "His biggest concern was to get out."
Wehrlein suffered three fractured thoracic vertebrae in a crash at the Race of Champions in Miami in January and was immobilised for some four weeks afterwards.
(Editing by Clare Fallon)
