The 22-year-old was blighted by persistent injury problems last season, playing just 11 league matches.
Milan confirmed that the forward picked up a knock in training on Wednesday with a statement on their official website.
The statement said: "AC Milan announces that during a game held in today's workout, Pato has reported a problem with his left adductor.
"In the coming days further medical examinations will be made to determine the extent of the damage."
Milan begin their 2012-13 campaign at home to Sampdoria on Sunday, August 26.