The Northern Ireland international was forced off after 41 minutes of Saturday's 3-3 draw against Middlesbrough at the Stadium of Light.
McNair, who previously played for Manchester United, has had a number of niggling injuries this term after recovering from a ruptured cruciate ligament in November 2016.
"We'll probably lose Paddy for two or three weeks with his groin, which is unfortunate," Coleman told the official Sunderland website.
"Paddy has that physicality in midfield – he has energy and he's a very good player – so to lose him, especially in the Championship where that type of player can change your life, is a blow."
McNair was making only his second start for the relegation-threatened Black Cats since November in the Wear-Tees derby.