Davis, the leading scorer and rebounder for the Pelicans, was holding his sprained left shoulder on his way to play defense and didn't return after leaving the game during a New Orleans timeout with 4:13 left in the first half.
After the Pelicans' 108-89 loss, coach Monty Williams didn't have an update on the condition of his All-Star big man, who was on the bench during the second half with his left arm in a sling.
"When you play as hard as AD and these guys who go after it every single night, they're going to have bumps and bruises,'' Williams said. "It could be nothing. It could be a day-to-day thing. We've got to let the doctors do their deal.''
The injury to Davis is the latest in a litany of them for the Pelicans.
Second-leading scorer Ryan Anderson is likely out for the season with a herniated disk. Jrue Holiday, another double-digit scorer and New Orleans' assists leader, is sidelined after breaking his right shin in early January.
Davis, who averages 20 points and 10 rebounds per game and leads the NBA in blocked shots, was sharp early to help the Pelicans build an eight-point lead. He had six points to go with a game-high nine rebounds and two blocks in just 12 minutes.
The 20-year-old Davis made his first All-Star appearance this season despite missing seven games in December due to a broken hand.
"It's difficult, but guys have been in and out all year,'' Pelicans guard Eric Gordon said. "We've just got to keep on adjusting.''
ESPNDallas.com reporter Tim MacMahon and The Associated Press contributed to this report.