The world number one had her wrist strapped in the third set of her 3-6 7-5 6-2 defeat to Agnieszka Radwanska.
"I'm going to get it checked out tomorrow and hopefully it's okay. Let's just hope for the best," she said.
"I hope it's not serious. I could feel it today, especially in the third set. I should be completely fine for Australian Open."
Wozniacki will lose her number one spot in the rankings should Petra Kvitova win the Sydney tournament.