The club offered no specifics on the injury's nature or recovery timeline, only stating that his progress will be monitored.
This news comes as Real Madrid prepares to face Rayo Vallecano on Sunday, currently trailing La Liga leaders Barcelona by two points.
Following that match, the team will travel to Qatar for the Intercontinental Cup final on December 18, followed by a match against Sevilla on December 22. A short winter break will then precede a match against Valencia on January 3.
The French captain sustained an injury on Tuesday after scoring the opening goal in Real Madrid's 3-2 Champions League victory over Atalanta, exiting the match in the first half.
Since transferring from Paris Saint-Germain in the offseason, Mbappé has scored 12 goals in 22 appearances, although he has struggled to perform against top competitors.