Real Madrid's Argentina winger Angel Di Maria damaged a thigh muscle in Saturday's final training session of the year, the La Liga club said on its website.
Real did not indicate how long the 23-year-old would be sidelined or whether he would be available for Tuesday's King's Cup last-16, first leg at home to Malaga.
Di Maria has been a key player for Jose Mourinho's side this season, scoring four goals in La Liga and one in the Champions League and providing 12 assists.