Zimling was taken off before half time in the 1-0 win over Armenia, and Mainz have confirmed that he has a hamstring injury.
"Niki Zimling has returned with a muscular injury from his international duty for Denmark in Armenia," the club said in a statement.
"The Mainz midfielder has a hamstring injury suffered in his right calf and was forced off injured shortly before half time in Yerevan. Zimling is not expected to be available for Mainz in the next three weeks."
Zimling has been capped 21 times by Denmark.